+75.6%
ITOT vs ALHC
+143.4%
-67.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -0.9% | -6.9% | +6.0% | -0.8% |
| 30D | -1.5% | -6.7% | +5.3% | -1.3% |
| 3M | +3.6% | -37.7% | +41.3% | +4.5% |
| 6M | +13.7% | -30.0% | +43.7% | +14.2% |
| YTD | +12.9% | -36.2% | +49.1% | +13.6% |
| 1Y | +17.2% | -22.9% | +40.1% | +17.2% |
| 3Y | +75.6% | +138.4% | -62.7% | +66.3% |
| All | +75.6% | +143.4% | -67.8% | +66.3% |
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