+13.5%
D vs ALHC
-65.3%
+78.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -2.4% | -5.5% | +3.1% | -2.2% |
| 30D | +9.0% | -4.9% | +13.9% | +9.1% |
| 3M | +1.0% | -41.7% | +42.7% | +3.0% |
| 6M | +11.0% | -55.2% | +66.2% | +13.9% |
| YTD | +19.8% | -61.1% | +80.8% | +23.3% |
| 1Y | +16.0% | -53.3% | +69.3% | +18.4% |
| 3Y | +74.4% | +28.2% | +46.2% | +65.7% |
| 5Y | +13.5% | -65.8% | +79.3% | +11.8% |
| All | +13.5% | -65.3% | +78.8% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling