+37.5%
F vs ALHC
-59.6%
+97.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.1% | -5.5% | +3.4% | -1.8% |
| 30D | +3.3% | -4.9% | +8.3% | +3.6% |
| 3M | -11.3% | -41.7% | +30.4% | -8.6% |
| 6M | +5.3% | -55.2% | +60.5% | +9.4% |
| YTD | -2.2% | -61.1% | +58.8% | +2.2% |
| 1Y | -3.5% | -53.3% | +49.8% | -0.6% |
| 3Y | +49.5% | +28.2% | +21.4% | +36.0% |
| 5Y | -13.5% | -65.8% | +52.3% | -19.6% |
| All | +37.5% | -59.6% | +97.1% | +21.5% |
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