+7.8%
INDA vs ALHC
-64.2%
+72.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.8% |
| 7D | +6.6% | +1.0% | +5.7% | +6.6% |
| 30D | +10.4% | -14.2% | +24.5% | +10.9% |
| 3M | +1.5% | -45.1% | +46.7% | +3.5% |
| 6M | +1.7% | -59.5% | +61.3% | +4.5% |
| YTD | -5.8% | -62.8% | +57.0% | -3.2% |
| 1Y | -5.1% | -55.5% | +50.4% | -3.2% |
| 3Y | +16.0% | +25.7% | -9.7% | +10.8% |
| All | +7.8% | -64.2% | +72.0% | +3.1% |
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