+26.7%
IYR vs ALHC
-60.6%
+87.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.5% |
| 7D | -0.1% | -0.8% | +0.7% | -0.1% |
| 30D | +5.7% | -9.6% | +15.3% | +6.2% |
| 3M | -0.6% | -44.5% | +43.9% | +2.5% |
| 6M | +0.5% | -59.2% | +59.7% | +4.9% |
| YTD | +10.4% | -62.0% | +72.5% | +15.3% |
| 1Y | +9.2% | -54.8% | +64.0% | +12.7% |
| 3Y | +40.5% | +25.0% | +15.5% | +30.7% |
| 5Y | +5.9% | -65.3% | +71.3% | +1.5% |
| All | +26.7% | -60.6% | +87.3% | +21.5% |
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