+72.2%
IR vs ALHC
-59.6%
+131.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.1% | -5.5% | +6.6% | +1.4% |
| 30D | +7.6% | -4.9% | +12.5% | +7.8% |
| 3M | +0.1% | -41.7% | +41.8% | +3.2% |
| 6M | +14.0% | -55.2% | +69.1% | +18.5% |
| YTD | +7.5% | -61.1% | +68.5% | +12.6% |
| 1Y | +10.1% | -53.3% | +63.5% | +13.9% |
| 3Y | +24.9% | +28.2% | -3.3% | +16.8% |
| 5Y | +46.9% | -65.8% | +112.7% | +46.2% |
| All | +72.2% | -59.6% | +131.8% | +71.2% |
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