+85.0%
M vs ALHC
-59.6%
+144.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -3.3% | -5.5% | +2.2% | -2.7% |
| 30D | +8.1% | -4.9% | +13.0% | +8.5% |
| 3M | +2.2% | -41.7% | +44.0% | +7.1% |
| 6M | +35.1% | -55.2% | +90.3% | +43.5% |
| YTD | +15.8% | -61.1% | +76.9% | +24.2% |
| 1Y | +25.8% | -53.3% | +79.2% | +32.3% |
| 3Y | +156.2% | +28.2% | +128.1% | +121.1% |
| 5Y | -2.4% | -65.8% | +63.4% | -10.9% |
| All | +85.0% | -59.6% | +144.6% | +67.3% |
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 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