+3.0%
GOOG vs ALHC
-54.5%
+57.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.7% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | -15.5% | -9.6% | -5.9% | -15.2% |
| 3M | -13.7% | -44.5% | +30.8% | -12.1% |
| 6M | -23.0% | -59.2% | +36.2% | -20.9% |
| YTD | -5.7% | -62.0% | +56.3% | -4.5% |
| 1Y | +3.0% | -54.8% | +57.8% | -1.6% |
| All | +3.0% | -54.5% | +57.5% | -1.6% |
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