+24.2%
IYR vs ALHC
-31.6%
+55.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | -0.9% | -4.1% | +3.2% | -0.7% |
| 30D | -2.4% | -5.4% | +3.1% | -2.0% |
| 3M | -2.0% | -32.1% | +30.1% | -0.1% |
| 6M | +2.5% | -28.5% | +31.0% | +3.7% |
| YTD | +8.3% | -34.0% | +42.3% | +9.9% |
| 1Y | +6.5% | -20.9% | +27.4% | +6.7% |
| 3Y | +29.3% | +151.5% | -122.2% | +15.0% |
| 5Y | +5.7% | -28.8% | +34.5% | -1.9% |
| All | +24.2% | -31.6% | +55.8% | +15.7% |
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