+180.8%
IRM vs ALHC
-66.2%
+247.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.6% |
| 7D | +6.8% | +0.3% | +6.5% | +6.7% |
| 30D | +2.6% | -10.6% | +13.2% | +3.3% |
| 3M | -9.5% | -45.3% | +35.9% | -6.5% |
| 6M | -8.5% | -59.7% | +51.2% | -4.3% |
| YTD | +40.3% | -62.7% | +103.0% | +47.0% |
| 1Y | +28.7% | -56.1% | +84.8% | +33.3% |
| 3Y | +111.8% | +21.3% | +90.6% | +95.4% |
| All | +180.8% | -66.2% | +247.0% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling