+75.2%
D vs ALHC
+16.3%
+58.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.5% |
| 6M | +12.5% | -59.5% | +71.9% | +15.1% |
| YTD | +20.1% | -63.2% | +83.3% | +23.0% |
| 1Y | +15.6% | -55.5% | +71.0% | +17.6% |
| 3Y | +75.2% | +23.0% | +52.2% | +57.4% |
| All | +75.2% | +16.3% | +58.8% | +57.4% |
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