+41.5%
CSX vs ALHC
-56.7%
+98.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.3% |
| 7D | -5.5% | +1.0% | -6.5% | -5.5% |
| 30D | +4.9% | -14.2% | +19.1% | +5.1% |
| 3M | -2.9% | -45.1% | +42.3% | -2.7% |
| 6M | +8.3% | -59.5% | +67.9% | +8.2% |
| YTD | +36.7% | -62.8% | +99.6% | +34.7% |
| 1Y | +41.5% | -55.5% | +97.0% | +34.0% |
| All | +41.5% | -56.7% | +98.2% | +34.0% |
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 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