+160.1%
M vs ALHC
+22.7%
+137.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | +7.0% | +0.3% | +6.7% | +7.0% |
| 30D | +8.9% | -10.6% | +19.5% | +9.4% |
| 3M | +4.5% | -45.3% | +49.8% | +6.8% |
| 6M | +36.2% | -59.7% | +95.9% | +40.2% |
| YTD | +15.1% | -62.7% | +77.9% | +18.6% |
| 1Y | +27.4% | -56.1% | +83.6% | +30.6% |
| 3Y | +160.1% | +21.3% | +138.9% | +180.8% |
| All | +160.1% | +22.7% | +137.5% | +180.8% |
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