+109.0%
CSCO vs ALHC
-61.5%
+170.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.9% |
| 7D | -10.2% | +1.0% | -11.2% | -10.2% |
| 30D | -20.1% | -14.2% | -5.9% | -19.8% |
| 3M | -22.1% | -45.1% | +23.1% | -21.3% |
| 6M | +3.2% | -59.5% | +62.7% | +4.5% |
| YTD | +24.1% | -62.8% | +86.9% | +25.8% |
| 1Y | +34.6% | -55.5% | +90.0% | +35.4% |
| 3Y | +90.0% | +25.7% | +64.3% | +78.7% |
| 5Y | +88.6% | -66.8% | +155.4% | +77.9% |
| All | +109.0% | -61.5% | +170.5% | +90.7% |
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