+45.8%
CSX vs ALHC
-55.4%
+101.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | -2.2% |
| 7D | -2.7% | -6.2% | +3.5% | -2.6% |
| 30D | +7.0% | -9.7% | +16.7% | +7.1% |
| 3M | -0.3% | -44.7% | +44.4% | -0.2% |
| 6M | +13.5% | -58.7% | +72.2% | +13.5% |
| YTD | +41.5% | -61.7% | +103.2% | +39.5% |
| 1Y | +45.8% | -55.7% | +101.4% | +39.2% |
| All | +45.8% | -55.4% | +101.2% | +39.2% |
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