+76.8%
DD vs ALHC
-59.7%
+136.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.9% |
| 7D | +2.2% | +3.8% | -1.6% | +2.0% |
| 30D | +20.7% | +1.7% | +19.0% | +20.5% |
| 3M | +11.3% | -44.3% | +55.7% | +13.6% |
| 6M | +6.0% | -57.2% | +63.2% | +8.9% |
| YTD | +31.7% | -61.2% | +92.9% | +35.4% |
| 1Y | +32.2% | -53.2% | +85.4% | +34.6% |
| 3Y | +92.7% | +27.8% | +64.8% | +78.4% |
| 5Y | +72.1% | -65.4% | +137.5% | +65.3% |
| All | +76.8% | -59.7% | +136.5% | +62.0% |
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