+379.7%
CRWD vs ALHC
-28.9%
+408.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | +1.5% | -1.0% | +2.6% | +1.5% |
| 3M | +18.5% | -10.2% | +28.7% | +18.5% |
| 6M | +109.1% | -28.3% | +137.4% | +113.5% |
| YTD | +81.8% | -31.4% | +113.3% | +86.2% |
| 1Y | +106.7% | -16.9% | +123.6% | +105.3% |
| 3Y | +428.7% | +135.5% | +293.2% | +307.1% |
| 5Y | +206.4% | -33.6% | +240.0% | +174.8% |
| All | +379.7% | -28.9% | +408.6% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling