+75.8%
IR vs ALHC
-61.8%
+137.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.6% | +4.7% |
| 7D | +5.0% | +3.9% | +1.2% | +4.7% |
| 30D | +10.3% | -3.6% | +14.0% | +10.4% |
| 3M | -0.1% | -49.4% | +49.3% | +4.0% |
| 6M | +14.8% | -59.5% | +74.2% | +20.2% |
| YTD | +9.7% | -63.2% | +72.9% | +15.4% |
| 1Y | +12.2% | -55.5% | +67.7% | +16.4% |
| 3Y | +30.0% | +23.0% | +7.0% | +21.8% |
| 5Y | +46.8% | -65.7% | +112.5% | +46.5% |
| All | +75.8% | -61.8% | +137.6% | +75.5% |
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