+1.7%
IT vs ALHC
-59.7%
+61.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.4% |
| 7D | -7.5% | +3.8% | -11.3% | -7.7% |
| 30D | -1.2% | +1.7% | -2.8% | -1.4% |
| 3M | -2.2% | -44.3% | +42.1% | +0.3% |
| 6M | +19.1% | -57.2% | +76.3% | +22.9% |
| YTD | -25.1% | -61.2% | +36.0% | -22.5% |
| 1Y | -17.4% | -53.2% | +35.8% | -15.8% |
| 3Y | -54.1% | +27.8% | -81.9% | -58.6% |
| 5Y | -42.7% | -65.4% | +22.7% | -45.7% |
| All | +1.7% | -59.7% | +61.4% | -3.5% |
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