+281.5%
IRM vs ALHC
-60.6%
+342.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.0% |
| 7D | +8.6% | -0.8% | +9.4% | +8.6% |
| 30D | 0.0% | -9.6% | +9.6% | +0.5% |
| 3M | -7.1% | -44.5% | +37.4% | -4.5% |
| 6M | -7.9% | -59.2% | +51.3% | -4.2% |
| YTD | +41.3% | -62.0% | +103.3% | +47.1% |
| 1Y | +20.7% | -54.8% | +75.6% | +24.4% |
| 3Y | +112.2% | +25.0% | +87.2% | +98.6% |
| 5Y | +191.2% | -65.3% | +256.5% | +175.1% |
| All | +281.5% | -60.6% | +342.1% | +270.4% |
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