+2.8%
CSCO vs ALHC
-60.0%
+62.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -2.1% |
| 7D | -10.2% | +1.0% | -11.2% | -10.0% |
| 30D | -20.1% | -14.2% | -5.9% | -20.9% |
| 3M | -22.4% | -45.1% | +22.8% | -26.8% |
| 6M | +2.8% | -59.5% | +62.3% | -4.1% |
| All | +2.8% | -60.0% | +62.8% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling