+15.2%
D vs ALHC
-61.5%
+76.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.4% |
| 7D | +3.0% | +1.0% | +2.0% | +2.9% |
| 30D | +11.5% | -14.2% | +25.6% | +12.1% |
| 3M | +3.7% | -45.1% | +48.9% | +6.0% |
| 6M | +13.5% | -59.5% | +73.1% | +16.8% |
| YTD | +20.7% | -62.8% | +83.6% | +24.4% |
| 1Y | +18.2% | -55.5% | +73.7% | +20.8% |
| 3Y | +73.3% | +25.7% | +47.6% | +65.8% |
| 5Y | +12.3% | -66.8% | +79.0% | +10.3% |
| All | +15.2% | -61.5% | +76.7% | +13.1% |
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