+142.3%
CSCO vs ALHC
-28.9%
+171.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | -10.1% | -1.0% | -9.1% | -10.1% |
| 3M | -15.7% | -10.2% | -5.5% | -15.9% |
| 6M | +36.3% | -28.3% | +64.6% | +36.6% |
| YTD | +43.8% | -31.4% | +75.3% | +44.3% |
| 1Y | +63.9% | -16.9% | +80.9% | +63.1% |
| 3Y | +104.4% | +135.5% | -31.1% | +89.5% |
| 5Y | +111.4% | -33.6% | +145.0% | +97.0% |
| All | +142.3% | -28.9% | +171.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling