-7.1%
IT vs ALHC
-29.3%
+22.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.4% |
| 7D | -9.1% | -1.0% | -8.2% | -9.1% |
| 30D | -7.0% | -6.3% | -0.7% | -6.8% |
| 3M | +7.6% | -12.3% | +19.9% | +7.4% |
| 6M | +2.1% | -27.0% | +29.1% | +2.8% |
| YTD | -31.6% | -31.8% | +0.3% | -30.9% |
| 1Y | -29.9% | -17.0% | -12.9% | -30.4% |
| 3Y | -51.3% | +159.8% | -211.1% | -58.3% |
| 5Y | -44.8% | -25.1% | -19.6% | -49.2% |
| All | -7.1% | -29.3% | +22.2% | -13.9% |
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