+32.4%
ITW vs ALHC
-33.0%
+65.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.5% |
| 7D | -2.4% | -5.8% | +3.4% | -2.1% |
| 30D | -9.5% | -3.3% | -6.2% | -9.4% |
| 3M | +6.6% | -37.9% | +44.6% | +8.6% |
| 6M | -1.8% | -29.5% | +27.7% | -1.0% |
| YTD | +9.0% | -35.4% | +44.4% | +10.2% |
| 1Y | +3.6% | -22.4% | +26.0% | +3.7% |
| 3Y | +19.4% | +146.3% | -126.9% | +9.5% |
| 5Y | +36.4% | -32.0% | +68.4% | +28.9% |
| All | +32.4% | -33.0% | +65.5% | +23.8% |
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