+63.9%
CSCO vs ALHC
-16.6%
+80.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | -10.1% | -1.0% | -9.1% | -10.2% |
| 3M | -15.7% | -10.2% | -5.5% | -15.8% |
| 6M | +36.3% | -28.3% | +64.6% | +34.5% |
| YTD | +43.8% | -31.4% | +75.3% | +41.3% |
| 1Y | +63.9% | -16.9% | +80.9% | +56.5% |
| All | +63.9% | -16.6% | +80.6% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling