+53.2%
IJH vs ALHC
-33.8%
+87.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -1.9% | -6.9% | +5.0% | -1.3% |
| 30D | -4.6% | -6.7% | +2.1% | -4.1% |
| 3M | -1.2% | -37.7% | +36.5% | +2.0% |
| 6M | +9.4% | -30.0% | +39.4% | +11.1% |
| YTD | +13.3% | -36.2% | +49.5% | +15.8% |
| 1Y | +13.4% | -22.9% | +36.3% | +13.9% |
| 3Y | +50.4% | +138.4% | -87.9% | +29.9% |
| 5Y | +49.0% | -32.8% | +81.7% | +37.5% |
| All | +53.2% | -33.8% | +87.0% | +38.6% |
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 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