-38.0%
DOW vs ALHC
-29.3%
-8.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.9% | -1.0% | -2.0% | -2.9% |
| 30D | +2.0% | -6.3% | +8.3% | +2.1% |
| 3M | -12.5% | -12.3% | -0.2% | -12.6% |
| 6M | -9.2% | -27.0% | +17.8% | -8.9% |
| YTD | +30.8% | -31.8% | +62.6% | +31.5% |
| 1Y | +29.4% | -17.0% | +46.4% | +29.1% |
| 3Y | -34.6% | +159.8% | -194.4% | -38.9% |
| 5Y | -35.9% | -25.1% | -10.8% | -38.2% |
| All | -38.0% | -29.3% | -8.6% | -43.4% |
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