-97.1%
IRE vs ALHC
-57.8%
-39.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.9% | +42.5% | +39.6% |
| 7D | -27.2% | +1.0% | -28.1% | -26.9% |
| 30D | -75.1% | -14.2% | -61.0% | -75.0% |
| 3M | -77.9% | -45.1% | -32.7% | -77.7% |
| 6M | -94.6% | -59.5% | -35.0% | -94.2% |
| YTD | -91.5% | -62.8% | -28.7% | -92.0% |
| 1Y | -97.8% | -55.5% | -42.3% | -98.4% |
| All | -97.1% | -57.8% | -39.3% | -97.6% |
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