+10.6%
D vs ALHC
-28.9%
+39.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | -0.6% | +2.0% | +1.5% |
| 30D | -2.6% | -1.0% | -1.6% | -2.6% |
| 3M | 0.0% | -10.2% | +10.2% | 0.0% |
| 6M | +7.4% | -28.3% | +35.6% | +8.1% |
| YTD | +15.9% | -31.4% | +47.3% | +16.7% |
| 1Y | +18.1% | -16.9% | +35.1% | +18.0% |
| 3Y | +58.4% | +135.5% | -77.1% | +47.9% |
| 5Y | +5.2% | -33.6% | +38.8% | +0.9% |
| All | +10.6% | -28.9% | +39.5% | +6.2% |
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