+30.6%
DD vs ALHC
-53.4%
+84.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +3.2% | -5.5% | +8.8% | +3.3% |
| 30D | +20.3% | -4.9% | +25.2% | +20.2% |
| 3M | +8.2% | -41.7% | +49.9% | +7.8% |
| 6M | +3.4% | -55.2% | +58.6% | +3.5% |
| YTD | +30.6% | -61.1% | +91.7% | +26.1% |
| 1Y | +30.6% | -53.3% | +84.0% | +20.7% |
| All | +30.6% | -53.4% | +84.0% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling