+96.0%
ITOT vs ALHC
-33.8%
+129.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -0.9% | -6.9% | +6.0% | -0.5% |
| 30D | -1.5% | -6.7% | +5.3% | -1.1% |
| 3M | +3.6% | -37.7% | +41.3% | +6.2% |
| 6M | +13.7% | -30.0% | +43.7% | +15.0% |
| YTD | +12.9% | -36.2% | +49.1% | +14.8% |
| 1Y | +17.2% | -22.9% | +40.1% | +17.4% |
| 3Y | +75.6% | +138.4% | -62.7% | +54.5% |
| 5Y | +75.5% | -32.8% | +108.3% | +63.4% |
| All | +96.0% | -33.8% | +129.8% | +79.0% |
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