-17.4%
IT vs ALHC
-52.7%
+35.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -0.7% |
| 7D | -7.5% | +3.8% | -11.3% | -7.2% |
| 30D | -1.2% | +1.7% | -2.8% | -0.7% |
| 3M | -2.2% | -44.3% | +42.1% | -6.8% |
| 6M | +19.1% | -57.2% | +76.3% | +14.5% |
| YTD | -25.1% | -61.2% | +36.0% | -28.2% |
| 1Y | -17.4% | -53.2% | +35.8% | -24.6% |
| All | -17.4% | -52.7% | +35.3% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling