-60.7%
JD vs ALHC
-28.9%
-31.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -13.2% | -1.0% | -12.1% | -13.1% |
| 3M | -3.2% | -10.2% | +7.0% | -3.7% |
| 6M | +15.2% | -28.3% | +43.5% | +17.0% |
| YTD | +2.0% | -31.4% | +33.4% | +3.9% |
| 1Y | -5.4% | -16.9% | +11.6% | -6.0% |
| 3Y | -9.1% | +135.5% | -144.6% | -28.5% |
| 5Y | -59.6% | -33.6% | -26.0% | -64.9% |
| All | -60.7% | -28.9% | -31.8% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling