+37.2%
M vs ALHC
-51.4%
+88.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.1% | -2.5% | +6.8% |
| 7D | +8.3% | -0.5% | +8.7% | +8.2% |
| 30D | +14.2% | -4.2% | +18.4% | +14.2% |
| 3M | -1.1% | -39.8% | +38.7% | +2.2% |
| 6M | +36.6% | -57.7% | +94.3% | +45.0% |
| YTD | +19.8% | -58.8% | +78.6% | +20.4% |
| 1Y | +37.2% | -52.4% | +89.6% | +23.9% |
| All | +37.2% | -51.4% | +88.6% | +23.9% |
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 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