+410.1%
CRWD vs ALHC
-61.4%
+471.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.2% |
| 7D | +4.5% | +0.3% | +4.2% | +4.4% |
| 30D | -9.1% | -10.6% | +1.5% | -8.2% |
| 3M | +0.5% | -45.3% | +45.8% | +6.2% |
| 6M | +61.1% | -59.7% | +120.8% | +74.2% |
| YTD | +93.4% | -62.7% | +156.1% | +109.6% |
| 1Y | +71.1% | -56.1% | +127.2% | +80.9% |
| 3Y | +351.1% | +21.3% | +329.8% | +277.1% |
| 5Y | +218.8% | -66.0% | +284.8% | +208.0% |
| All | +410.1% | -61.4% | +471.5% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling