+75.9%
D vs ALHC
+25.6%
+50.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +7.0% | +0.1% |
| 7D | +6.9% | -6.2% | +13.1% | +7.1% |
| 30D | +12.3% | -9.7% | +22.0% | +12.6% |
| 3M | +3.0% | -44.7% | +47.8% | +5.0% |
| 6M | +12.8% | -58.7% | +71.5% | +15.4% |
| YTD | +22.6% | -61.7% | +84.3% | +25.4% |
| 1Y | +21.7% | -55.7% | +77.3% | +23.9% |
| All | +75.9% | +25.6% | +50.4% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling