+52.3%
GM vs ALHC
-16.6%
+68.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -1.6% | -1.0% | -0.5% | -1.6% |
| 3M | +5.7% | -10.2% | +15.8% | +4.2% |
| 6M | +12.2% | -28.3% | +40.4% | +11.5% |
| YTD | +8.4% | -31.4% | +39.9% | +4.3% |
| 1Y | +52.3% | -16.9% | +69.2% | +40.6% |
| All | +52.3% | -16.6% | +68.9% | +40.6% |
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