+83.9%
M vs ALHC
-61.4%
+145.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.7% |
| 7D | +7.0% | +0.3% | +6.7% | +7.0% |
| 30D | +8.9% | -10.6% | +19.5% | +10.0% |
| 3M | +4.5% | -45.3% | +49.8% | +10.2% |
| 6M | +36.2% | -59.7% | +95.9% | +46.4% |
| YTD | +15.1% | -62.7% | +77.9% | +24.0% |
| 1Y | +27.4% | -56.1% | +83.6% | +34.8% |
| 3Y | +160.1% | +21.3% | +138.9% | +125.9% |
| 5Y | -1.6% | -66.0% | +64.4% | -9.8% |
| All | +83.9% | -61.4% | +145.3% | +67.1% |
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