+85.8%
M vs ALHC
-61.8%
+147.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +8.2% |
| 7D | +2.5% | +3.9% | -1.3% | +2.2% |
| 30D | +10.1% | -3.6% | +13.7% | +10.4% |
| 3M | -0.9% | -49.4% | +48.5% | +5.3% |
| 6M | +30.2% | -59.5% | +89.6% | +39.8% |
| YTD | +16.3% | -63.2% | +79.5% | +25.4% |
| 1Y | +27.0% | -55.5% | +82.4% | +34.1% |
| 3Y | +154.5% | +23.0% | +131.5% | +120.3% |
| 5Y | -1.1% | -65.7% | +64.7% | -9.1% |
| All | +85.8% | -61.8% | +147.6% | +69.0% |
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 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