+51.2%
CVS vs ALHC
-29.3%
+80.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | +0.4% | -6.3% | +6.7% | +1.0% |
| 3M | -0.4% | -12.3% | +11.9% | -0.3% |
| 6M | +25.1% | -27.0% | +52.2% | +27.3% |
| YTD | +23.9% | -31.8% | +55.7% | +27.2% |
| 1Y | +41.1% | -17.0% | +58.1% | +42.0% |
| 3Y | +63.6% | +159.8% | -96.2% | +49.0% |
| 5Y | +31.5% | -25.1% | +56.7% | +22.1% |
| All | +51.2% | -29.3% | +80.5% | +40.4% |
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