-19.4%
INFY vs ALHC
+22.7%
-42.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | +7.1% | -10.6% | +17.6% | +7.2% |
| 3M | -1.0% | -45.3% | +44.4% | -0.3% |
| 6M | +5.9% | -59.7% | +65.6% | +6.9% |
| YTD | -29.5% | -62.7% | +33.2% | -28.7% |
| 1Y | -26.0% | -56.1% | +30.1% | -25.1% |
| 3Y | -19.4% | +21.3% | -40.7% | -17.8% |
| All | -19.4% | +22.7% | -42.1% | -17.8% |
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