+88.5%
JNJ vs ALHC
-31.6%
+120.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.7% |
| 7D | -3.0% | -4.1% | +1.2% | -2.9% |
| 30D | +2.5% | -5.4% | +8.0% | +2.6% |
| 3M | +13.2% | -32.1% | +45.4% | +13.9% |
| 6M | +11.3% | -28.5% | +39.8% | +11.6% |
| YTD | +31.1% | -34.0% | +65.2% | +31.6% |
| 1Y | +54.3% | -20.9% | +75.3% | +54.4% |
| 3Y | +81.1% | +151.5% | -70.4% | +76.5% |
| 5Y | +82.7% | -28.8% | +111.6% | +77.5% |
| All | +88.5% | -31.6% | +120.1% | +85.9% |
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