-43.1%
IT vs ALHC
-64.2%
+21.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.9% |
| 7D | -16.9% | +1.0% | -17.9% | -17.0% |
| 30D | +2.3% | -14.2% | +16.5% | +3.0% |
| 3M | +2.9% | -45.1% | +48.0% | +5.7% |
| 6M | +25.9% | -59.5% | +85.4% | +30.6% |
| YTD | -24.6% | -62.8% | +38.2% | -21.7% |
| 1Y | -16.0% | -55.5% | +39.4% | -14.2% |
| 3Y | -51.6% | +25.7% | -77.3% | -57.1% |
| All | -43.1% | -64.2% | +21.1% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling