-97.9%
IRE vs ALHC
-56.5%
-41.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -7.1% | -26.8% | -33.6% |
| 7D | -57.1% | -6.2% | -50.9% | -56.9% |
| 30D | -84.4% | -9.7% | -74.8% | -84.4% |
| 3M | -85.0% | -44.7% | -40.2% | -84.9% |
| 6M | -95.2% | -58.7% | -36.6% | -94.9% |
| YTD | -93.9% | -61.7% | -32.2% | -94.3% |
| 1Y | -98.8% | -55.7% | -43.1% | -99.1% |
| All | -97.9% | -56.5% | -41.4% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling