+14.8%
D vs ALHC
-59.7%
+74.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | 0.0% |
| 7D | +2.4% | +3.8% | -1.4% | +2.2% |
| 30D | +10.9% | +1.7% | +9.3% | +10.7% |
| 3M | +2.8% | -44.3% | +47.2% | +5.0% |
| 6M | +12.7% | -57.2% | +69.9% | +15.7% |
| YTD | +20.3% | -61.2% | +81.5% | +23.7% |
| 1Y | +17.1% | -53.2% | +70.3% | +19.5% |
| 3Y | +75.1% | +27.8% | +47.3% | +67.5% |
| 5Y | +13.1% | -65.4% | +78.5% | +11.0% |
| All | +14.8% | -59.7% | +74.6% | +12.5% |
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