+31.0%
F vs ALHC
-16.6%
+47.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -0.6% | +5.9% | +5.3% |
| 30D | +4.6% | -1.0% | +5.6% | +4.6% |
| 3M | -3.7% | -10.2% | +6.5% | -4.0% |
| 6M | +16.8% | -28.3% | +45.1% | +17.3% |
| YTD | +15.3% | -31.4% | +46.7% | +13.9% |
| 1Y | +31.0% | -16.9% | +47.9% | +25.4% |
| All | +31.0% | -16.6% | +47.6% | +25.4% |
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 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