+26.1%
INDA vs ALHC
-28.9%
+55.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | -0.8% | -1.0% | +0.2% | -0.8% |
| 3M | +3.9% | -10.2% | +14.1% | +4.0% |
| 6M | -0.7% | -28.3% | +27.6% | -0.1% |
| YTD | -7.7% | -31.4% | +23.8% | -7.0% |
| 1Y | -5.1% | -16.9% | +11.8% | -5.2% |
| 3Y | +13.6% | +135.5% | -121.8% | +6.4% |
| 5Y | +7.8% | -33.6% | +41.4% | +3.6% |
| All | +26.1% | -28.9% | +55.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling