+57.8%
IJH vs ALHC
+22.7%
+35.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | 0.0% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +2.1% | -10.6% | +12.6% | +2.5% |
| 3M | -5.7% | -45.3% | +39.7% | -3.5% |
| 6M | +1.4% | -59.7% | +61.1% | +4.6% |
| YTD | +12.6% | -62.7% | +75.4% | +16.3% |
| 1Y | +16.1% | -56.1% | +72.2% | +18.9% |
| 3Y | +57.8% | +21.3% | +36.6% | +48.4% |
| All | +57.8% | +22.7% | +35.2% | +48.4% |
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