-11.4%
F vs ALHC
-62.4%
+51.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.1% | +6.0% | -0.6% |
| 7D | +1.4% | -6.2% | +7.6% | +1.7% |
| 30D | +2.0% | -9.7% | +11.7% | +2.5% |
| 3M | -10.4% | -44.7% | +34.4% | -7.2% |
| 6M | +9.7% | -58.7% | +68.4% | +14.8% |
| YTD | -1.2% | -61.7% | +60.5% | +3.5% |
| 1Y | 0.0% | -55.7% | +55.7% | +3.5% |
| 3Y | +41.1% | +25.6% | +15.5% | +27.5% |
| 5Y | -11.4% | -65.8% | +54.4% | -24.5% |
| All | -11.4% | -62.4% | +51.0% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling