-53.6%
IT vs ALHC
+22.7%
-76.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -1.8% | -10.6% | +8.7% | -1.8% |
| 3M | +4.8% | -45.3% | +50.1% | +4.2% |
| 6M | +33.0% | -59.7% | +92.7% | +32.7% |
| YTD | -23.8% | -62.7% | +38.9% | -23.9% |
| 1Y | -16.5% | -56.1% | +39.6% | -17.2% |
| 3Y | -53.6% | +21.3% | -74.9% | -54.9% |
| All | -53.6% | +22.7% | -76.3% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling