+35.1%
CVS vs ALHC
-61.8%
+97.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.8% |
| 7D | -3.7% | +3.9% | -7.5% | -4.3% |
| 30D | -0.3% | -3.6% | +3.3% | -0.3% |
| 3M | -10.3% | -49.4% | +39.1% | -4.6% |
| 6M | -4.6% | -59.5% | +54.9% | +2.4% |
| YTD | +10.7% | -63.2% | +73.9% | +20.1% |
| 1Y | +11.2% | -55.5% | +66.7% | +18.4% |
| 3Y | +43.0% | +23.0% | +20.0% | +39.2% |
| 5Y | +8.6% | -65.7% | +74.4% | +5.7% |
| All | +35.1% | -61.8% | +97.0% | +32.5% |
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