+87.7%
CTVA vs ALHC
-31.6%
+119.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.1% |
| 7D | -5.8% | -4.1% | -1.7% | -5.5% |
| 30D | +11.1% | -5.4% | +16.5% | +11.5% |
| 3M | +13.2% | -32.1% | +45.4% | +15.9% |
| 6M | +8.7% | -28.5% | +37.2% | +10.4% |
| YTD | +27.3% | -34.0% | +61.3% | +29.7% |
| 1Y | +18.0% | -20.9% | +38.9% | +18.8% |
| 3Y | +76.5% | +151.5% | -75.1% | +60.8% |
| 5Y | +105.1% | -28.8% | +133.9% | +97.3% |
| All | +87.7% | -31.6% | +119.3% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling