+62.1%
F vs ALHC
-28.9%
+91.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -0.6% | +5.9% | +5.4% |
| 30D | +4.6% | -1.0% | +5.6% | +4.6% |
| 3M | -3.7% | -10.2% | +6.5% | -3.8% |
| 6M | +16.8% | -28.3% | +45.1% | +18.1% |
| YTD | +15.3% | -31.4% | +46.7% | +16.7% |
| 1Y | +31.0% | -16.9% | +47.9% | +30.5% |
| 3Y | +45.4% | +135.5% | -90.0% | +26.8% |
| 5Y | +54.7% | -33.6% | +88.3% | +38.8% |
| All | +62.1% | -28.9% | +91.0% | +38.8% |
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