+50.7%
IJH vs ALHC
+151.5%
-100.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | -0.7% | -4.1% | +3.4% | -0.5% |
| 30D | -3.8% | -5.4% | +1.6% | -3.6% |
| 3M | 0.0% | -32.1% | +32.2% | +1.5% |
| 6M | +8.8% | -28.5% | +37.2% | +9.6% |
| YTD | +13.5% | -34.0% | +47.5% | +14.8% |
| 1Y | +15.4% | -20.9% | +36.3% | +15.6% |
| All | +50.7% | +151.5% | -100.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling