+10.6%
D vs ALHC
-28.9%
+39.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -3.6% | -1.0% | -2.5% | -3.6% |
| 3M | -1.0% | -10.2% | +9.2% | -1.0% |
| 6M | +6.3% | -28.3% | +34.6% | +7.0% |
| YTD | +14.7% | -31.4% | +46.2% | +15.6% |
| 1Y | +16.9% | -16.9% | +33.9% | +16.8% |
| 3Y | +56.8% | +135.5% | -78.7% | +46.4% |
| 5Y | +5.2% | -33.6% | +38.8% | +0.8% |
| All | +10.6% | -28.9% | +39.5% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling