+35.5%
ICE vs ALHC
-64.2%
+99.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | +2.0% | +1.0% | +1.1% | +1.9% |
| 30D | +12.9% | -14.2% | +27.0% | +13.8% |
| 3M | +15.4% | -45.1% | +60.6% | +19.5% |
| 6M | +13.1% | -59.5% | +72.6% | +18.5% |
| YTD | +7.5% | -62.8% | +70.3% | +13.0% |
| 1Y | +18.3% | -55.5% | +73.8% | +22.6% |
| 3Y | +65.9% | +25.7% | +40.2% | +51.0% |
| All | +35.5% | -64.2% | +99.7% | +28.3% |
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