+14.6%
D vs ALHC
-61.8%
+76.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.5% |
| 7D | +0.8% | +3.9% | -3.1% | +0.6% |
| 30D | +10.7% | -3.6% | +14.4% | +10.8% |
| 3M | +2.3% | -49.4% | +51.7% | +4.9% |
| 6M | +12.5% | -59.5% | +71.9% | +15.7% |
| YTD | +20.1% | -63.2% | +83.3% | +23.8% |
| 1Y | +15.6% | -55.5% | +71.0% | +18.1% |
| 3Y | +75.2% | +23.0% | +52.2% | +67.8% |
| 5Y | +14.6% | -65.7% | +80.3% | +12.6% |
| All | +14.6% | -61.8% | +76.5% | +12.6% |
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