+38.7%
CSCO vs ALHC
-52.7%
+91.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.3% |
| 7D | -4.7% | +3.8% | -8.5% | -4.4% |
| 30D | -17.1% | +1.7% | -18.8% | -16.9% |
| 3M | -19.6% | -44.3% | +24.7% | -22.5% |
| 6M | +2.4% | -57.2% | +59.6% | -2.4% |
| YTD | +29.8% | -61.2% | +90.9% | +23.1% |
| 1Y | +38.7% | -53.2% | +91.8% | +29.6% |
| All | +38.7% | -52.7% | +91.4% | +29.6% |
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 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