-6.4%
JD vs ALHC
-55.2%
+48.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.5% |
| 7D | +7.9% | +3.9% | +4.1% | +7.8% |
| 30D | +4.8% | -3.6% | +8.4% | +4.7% |
| 3M | -13.9% | -49.4% | +35.5% | -13.2% |
| 6M | -5.8% | -59.5% | +53.6% | -5.9% |
| YTD | +2.4% | -63.2% | +65.6% | +3.1% |
| All | -6.4% | -55.2% | +48.7% | -8.4% |
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