+105.2%
CTVA vs ALHC
-30.5%
+135.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | +12.0% | -6.3% | +18.4% | +12.5% |
| 3M | +13.5% | -12.3% | +25.8% | +14.2% |
| 6M | +12.1% | -27.0% | +39.1% | +13.8% |
| YTD | +29.0% | -31.8% | +60.9% | +31.3% |
| 1Y | +18.9% | -17.0% | +35.9% | +19.3% |
| 3Y | +78.9% | +159.8% | -81.0% | +61.3% |
| 5Y | +105.2% | -25.1% | +130.4% | +100.2% |
| All | +105.2% | -30.5% | +135.7% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling