-38.2%
DOW vs ALHC
-28.9%
-9.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | +0.4% | -1.0% | +1.4% | +0.4% |
| 3M | -14.4% | -10.2% | -4.2% | -14.5% |
| 6M | -7.0% | -28.3% | +21.3% | -6.6% |
| YTD | +30.2% | -31.4% | +61.6% | +30.9% |
| 1Y | +29.2% | -16.9% | +46.1% | +28.9% |
| 3Y | -36.7% | +135.5% | -172.2% | -40.6% |
| 5Y | -37.7% | -33.6% | -4.1% | -39.7% |
| All | -38.2% | -28.9% | -9.3% | -43.6% |
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