-58.4%
JD vs ALHC
-63.9%
+5.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.8% |
| 7D | +5.2% | +3.8% | +1.4% | +4.7% |
| 30D | +4.5% | +1.7% | +2.8% | +4.1% |
| 3M | -15.4% | -44.3% | +28.9% | -11.1% |
| 6M | -6.0% | -57.2% | +51.2% | -0.1% |
| YTD | +2.2% | -61.2% | +63.3% | +9.2% |
| 1Y | -6.7% | -53.2% | +46.5% | -2.6% |
| 3Y | +20.5% | +27.8% | -7.3% | -0.6% |
| 5Y | -58.4% | -65.4% | +7.0% | -61.0% |
| All | -58.4% | -63.9% | +5.4% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling