+13.7%
D vs ALHC
-61.4%
+75.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | +7.7% | -10.6% | +18.3% | +8.2% |
| 3M | -0.3% | -45.3% | +45.0% | +1.9% |
| 6M | +10.1% | -59.7% | +69.8% | +13.3% |
| YTD | +19.1% | -62.7% | +81.8% | +22.6% |
| 1Y | +15.9% | -56.1% | +72.0% | +18.5% |
| 3Y | +75.0% | +21.3% | +53.7% | +67.7% |
| 5Y | +13.4% | -66.0% | +79.3% | +11.4% |
| All | +13.7% | -61.4% | +75.0% | +11.5% |
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