+5.7%
CVS vs ALHC
-64.2%
+69.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.4% |
| 7D | -7.1% | +1.0% | -8.1% | -7.5% |
| 30D | -4.0% | -14.2% | +10.2% | -2.7% |
| 3M | -12.2% | -45.1% | +32.9% | -6.8% |
| 6M | -2.2% | -59.5% | +57.4% | +6.1% |
| YTD | +8.9% | -62.8% | +71.7% | +19.3% |
| 1Y | +9.9% | -55.5% | +65.4% | +17.8% |
| 3Y | +32.1% | +25.7% | +6.4% | +26.3% |
| All | +5.7% | -64.2% | +69.9% | +3.4% |
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 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