+128.8%
GOOG vs ALHC
-27.5%
+156.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.9% |
| 7D | -1.6% | -4.1% | +2.6% | -1.3% |
| 30D | -7.7% | -5.4% | -2.2% | -7.3% |
| 3M | -9.3% | -32.1% | +22.8% | -7.3% |
| 6M | +7.4% | -28.5% | +35.9% | +8.8% |
| YTD | +4.9% | -34.0% | +38.9% | +6.6% |
| 1Y | +37.2% | -20.9% | +58.2% | +37.3% |
| 3Y | +141.6% | +151.5% | -9.9% | +105.1% |
| 5Y | +128.8% | -28.8% | +157.6% | +107.7% |
| All | +128.8% | -27.5% | +156.2% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling