-1.5%
INTC vs ALHC
-59.7%
+58.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.4% |
| 7D | -4.0% | +3.8% | -7.8% | -4.3% |
| 30D | -44.5% | +1.7% | -46.1% | -44.4% |
| 3M | -40.4% | -44.3% | +3.9% | -38.5% |
| 6M | -53.5% | -57.2% | +3.8% | -51.5% |
| YTD | +57.5% | -61.2% | +118.7% | +64.6% |
| 1Y | +51.2% | -53.2% | +104.4% | +56.2% |
| 3Y | +51.6% | +27.8% | +23.8% | +42.4% |
| 5Y | +23.5% | -65.4% | +88.9% | +18.8% |
| All | -1.5% | -59.7% | +58.3% | -6.6% |
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