+22.9%
ITW vs ALHC
-51.4%
+74.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.1% | -7.8% | +2.1% |
| 7D | +6.3% | -0.5% | +6.8% | +6.3% |
| 30D | +11.1% | -4.2% | +15.3% | +11.1% |
| 3M | +0.1% | -39.8% | +39.9% | +1.5% |
| 6M | +18.1% | -57.7% | +75.8% | +20.3% |
| YTD | +21.4% | -58.8% | +80.2% | +21.6% |
| 1Y | +22.9% | -52.4% | +75.2% | +20.3% |
| All | +22.9% | -51.4% | +74.3% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling