+18.6%
JD vs ALHC
+28.2%
-9.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.4% | -5.5% | +6.0% | +0.5% |
| 30D | +4.2% | -4.9% | +9.2% | +4.2% |
| 3M | -12.8% | -41.7% | +29.0% | -12.3% |
| 6M | -8.8% | -55.2% | +46.4% | -8.6% |
| YTD | +0.5% | -61.1% | +61.6% | +1.0% |
| 1Y | -8.8% | -53.3% | +44.6% | -8.5% |
| All | +18.6% | +28.2% | -9.5% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling