+145.8%
CVX vs ALHC
-61.8%
+207.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -7.5% | +3.9% | -11.3% | -7.5% |
| 30D | -0.6% | -3.6% | +3.1% | -0.6% |
| 3M | +14.0% | -49.4% | +63.4% | +14.8% |
| 6M | +18.1% | -59.5% | +77.6% | +19.1% |
| YTD | +42.2% | -63.2% | +105.3% | +43.4% |
| 1Y | +41.3% | -55.5% | +96.8% | +41.9% |
| 3Y | +68.3% | +23.0% | +45.3% | +62.6% |
| 5Y | +122.0% | -65.7% | +187.8% | +121.1% |
| All | +145.8% | -61.8% | +207.7% | +140.2% |
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