+48.6%
ICE vs ALHC
-29.3%
+78.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.2% | -1.0% | -0.2% | -1.1% |
| 30D | +5.0% | -6.3% | +11.3% | +5.4% |
| 3M | +13.9% | -12.3% | +26.2% | +13.9% |
| 6M | -4.4% | -27.0% | +22.6% | -3.5% |
| YTD | -1.9% | -31.8% | +29.9% | -0.6% |
| 1Y | -8.1% | -17.0% | +8.9% | -8.3% |
| 3Y | +42.5% | +159.8% | -117.4% | +25.1% |
| 5Y | +40.6% | -25.1% | +65.8% | +28.7% |
| All | +48.6% | -29.3% | +78.0% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling