+3.4%
IT vs ALHC
-61.4%
+64.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -1.8% | -10.6% | +8.7% | -1.4% |
| 3M | +4.8% | -45.3% | +50.1% | +7.6% |
| 6M | +33.0% | -59.7% | +92.7% | +37.8% |
| YTD | -23.8% | -62.7% | +38.9% | -21.0% |
| 1Y | -16.5% | -56.1% | +39.6% | -14.6% |
| 3Y | -53.6% | +21.3% | -74.9% | -58.0% |
| 5Y | -42.1% | -66.0% | +23.8% | -45.1% |
| All | +3.4% | -61.4% | +64.8% | -1.6% |
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