+38.2%
GLW vs ALHC
-53.4%
+91.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.2% | +7.4% |
| 7D | +1.4% | -5.5% | +7.0% | +1.2% |
| 30D | -18.2% | -4.9% | -13.3% | -18.2% |
| 3M | -24.2% | -41.7% | +17.6% | -25.2% |
| 6M | -41.7% | -55.2% | +13.5% | -41.4% |
| YTD | +38.3% | -61.1% | +99.4% | +25.8% |
| 1Y | +38.2% | -53.3% | +91.5% | +20.5% |
| All | +38.2% | -53.4% | +91.6% | +20.5% |
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