+35.7%
IQV vs ALHC
-33.8%
+69.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -2.2% | -6.9% | +4.6% | -1.7% |
| 30D | +8.3% | -6.7% | +15.0% | +8.9% |
| 3M | +44.6% | -37.7% | +82.3% | +49.5% |
| 6M | +52.6% | -30.0% | +82.5% | +55.0% |
| YTD | +16.1% | -36.2% | +52.3% | +18.7% |
| 1Y | +37.3% | -22.9% | +60.1% | +37.5% |
| 3Y | +21.6% | +138.4% | -116.8% | +1.8% |
| 5Y | +0.5% | -32.8% | +33.3% | -7.9% |
| All | +35.7% | -33.8% | +69.5% | +24.0% |
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