+283.5%
IRM vs ALHC
-29.3%
+312.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.6% | -1.0% | +2.6% | +1.7% |
| 30D | -4.2% | -6.3% | +2.1% | -3.9% |
| 3M | -5.4% | -12.3% | +6.9% | -5.2% |
| 6M | +12.0% | -27.0% | +39.0% | +13.1% |
| YTD | +42.0% | -31.8% | +73.9% | +43.8% |
| 1Y | +29.9% | -17.0% | +46.9% | +29.9% |
| 3Y | +104.4% | +159.8% | -55.5% | +82.9% |
| 5Y | +191.0% | -25.1% | +216.2% | +169.2% |
| All | +283.5% | -29.3% | +312.8% | +262.1% |
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