+144.7%
CVX vs ALHC
-29.3%
+174.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -0.6% | -1.0% | +0.4% | -0.6% |
| 30D | +13.4% | -6.3% | +19.8% | +13.5% |
| 3M | +11.8% | -12.3% | +24.1% | +11.7% |
| 6M | +12.4% | -27.0% | +39.4% | +12.6% |
| YTD | +41.5% | -31.8% | +73.3% | +41.9% |
| 1Y | +41.6% | -17.0% | +58.6% | +41.2% |
| 3Y | +42.2% | +159.8% | -117.6% | +35.6% |
| 5Y | +166.0% | -25.1% | +191.1% | +161.9% |
| All | +144.7% | -29.3% | +174.0% | +137.6% |
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