+24.1%
INDA vs ALHC
-29.3%
+53.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.6% |
| 7D | -1.0% | -1.0% | 0.0% | -1.0% |
| 30D | -2.5% | -6.3% | +3.8% | -2.3% |
| 3M | +4.0% | -12.3% | +16.3% | +4.1% |
| 6M | -1.8% | -27.0% | +25.2% | -1.2% |
| YTD | -9.2% | -31.8% | +22.7% | -8.5% |
| 1Y | -7.2% | -17.0% | +9.8% | -7.3% |
| 3Y | +9.8% | +159.8% | -150.0% | +2.3% |
| 5Y | +7.5% | -25.1% | +32.6% | +2.7% |
| All | +24.1% | -29.3% | +53.4% | +13.4% |
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 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