+118.6%
M vs ALHC
+136.3%
-17.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | -0.6% | +5.3% | +4.7% |
| 30D | -9.6% | -1.0% | -8.6% | -9.6% |
| 3M | +0.9% | -10.2% | +11.0% | +0.9% |
| 6M | +22.3% | -28.3% | +50.6% | +23.1% |
| YTD | +6.5% | -31.4% | +38.0% | +7.4% |
| 1Y | +38.8% | -16.9% | +55.7% | +39.1% |
| All | +118.6% | +136.3% | -17.7% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling