+37.9%
F vs ALHC
-61.5%
+99.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | +2.6% | -14.2% | +16.8% | +3.5% |
| 3M | -8.8% | -45.1% | +36.3% | -5.6% |
| 6M | +4.6% | -59.5% | +64.2% | +9.5% |
| YTD | -1.9% | -62.8% | +60.9% | +2.9% |
| 1Y | -0.8% | -55.5% | +54.7% | +2.6% |
| 3Y | +43.5% | +25.7% | +17.8% | +30.5% |
| 5Y | -12.1% | -66.8% | +54.7% | -18.0% |
| All | +37.9% | -61.5% | +99.4% | +22.3% |
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