+0.3%
IT vs ALHC
-28.9%
+29.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -6.0% | -0.6% | -5.4% | -6.0% |
| 30D | 0.0% | -1.0% | +1.0% | 0.0% |
| 3M | +13.1% | -10.2% | +23.2% | +12.7% |
| 6M | +11.7% | -28.3% | +40.0% | +12.7% |
| YTD | -26.1% | -31.4% | +5.3% | -25.4% |
| 1Y | -21.3% | -16.9% | -4.3% | -21.8% |
| 3Y | -46.7% | +135.5% | -182.2% | -53.8% |
| 5Y | -40.5% | -33.6% | -6.9% | -45.0% |
| All | +0.3% | -28.9% | +29.2% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling