+73.3%
DD vs ALHC
-61.4%
+134.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +19.7% | -10.6% | +30.3% | +20.2% |
| 3M | +7.2% | -45.3% | +52.5% | +9.5% |
| 6M | +1.0% | -59.7% | +60.8% | +4.1% |
| YTD | +29.1% | -62.7% | +91.8% | +33.0% |
| 1Y | +28.5% | -56.1% | +84.6% | +31.2% |
| 3Y | +89.4% | +21.3% | +68.2% | +75.9% |
| 5Y | +67.1% | -66.0% | +133.1% | +60.7% |
| All | +73.3% | -61.4% | +134.6% | +59.1% |
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 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