+269.1%
IRM vs ALHC
-61.8%
+330.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.0% | +4.1% |
| 7D | -3.8% | +3.9% | -7.6% | -3.9% |
| 30D | -3.2% | -3.6% | +0.4% | -3.0% |
| 3M | -7.8% | -49.4% | +41.6% | -4.7% |
| 6M | -12.7% | -59.5% | +46.8% | -9.2% |
| YTD | +36.7% | -63.2% | +99.9% | +42.6% |
| 1Y | +10.0% | -55.5% | +65.5% | +13.5% |
| 3Y | +107.2% | +23.0% | +84.2% | +94.1% |
| 5Y | +181.6% | -65.7% | +247.3% | +166.6% |
| All | +269.1% | -61.8% | +330.9% | +259.0% |
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