+65.4%
CVS vs ALHC
+140.1%
-74.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | +4.0% | -0.6% | +4.5% | +4.0% |
| 30D | -2.4% | -1.0% | -1.4% | -2.3% |
| 3M | +2.7% | -10.2% | +12.8% | +2.2% |
| 6M | +21.9% | -28.3% | +50.2% | +24.8% |
| YTD | +24.7% | -31.4% | +56.2% | +29.1% |
| 1Y | +35.4% | -16.9% | +52.4% | +36.4% |
| All | +65.4% | +140.1% | -74.7% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling