+40.6%
GLW vs ALHC
-51.4%
+92.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +10.1% | -16.0% | -5.3% |
| 7D | -9.5% | -0.5% | -9.0% | -9.4% |
| 30D | -25.5% | -4.2% | -21.2% | -25.4% |
| 3M | -25.6% | -39.8% | +14.2% | -26.4% |
| 6M | -25.5% | -57.7% | +32.2% | -25.1% |
| YTD | +36.4% | -58.8% | +95.1% | +25.1% |
| 1Y | +40.6% | -52.4% | +93.0% | +23.5% |
| All | +40.6% | -51.4% | +92.0% | +23.5% |
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 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