+110.7%
CSCO vs ALHC
+25.0%
+85.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.2% |
| 7D | +6.6% | -0.8% | +7.4% | +6.6% |
| 30D | -11.3% | -9.6% | -1.7% | -11.5% |
| 3M | -17.3% | -44.5% | +27.2% | -18.1% |
| 6M | +3.5% | -59.2% | +62.7% | +2.1% |
| YTD | +34.9% | -62.0% | +96.9% | +33.0% |
| 1Y | +40.5% | -54.8% | +95.3% | +38.2% |
| All | +110.7% | +25.0% | +85.7% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling