+142.2%
CSCO vs ALHC
-29.3%
+171.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.5% | -1.0% | +0.4% | -0.5% |
| 30D | -10.1% | -6.3% | -3.8% | -10.0% |
| 3M | -11.7% | -12.3% | +0.6% | -11.9% |
| 6M | +40.1% | -27.0% | +67.1% | +40.3% |
| YTD | +43.8% | -31.8% | +75.6% | +44.2% |
| 1Y | +66.6% | -17.0% | +83.6% | +65.7% |
| 3Y | +108.5% | +159.8% | -51.3% | +92.2% |
| 5Y | +114.0% | -25.1% | +139.1% | +99.7% |
| All | +142.2% | -29.3% | +171.6% | +118.7% |
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