+118.4%
M vs ALHC
+25.6%
+92.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.1% | +1.2% | -5.5% |
| 7D | -2.1% | -6.2% | +4.1% | -1.9% |
| 30D | +7.7% | -9.7% | +17.4% | +8.1% |
| 3M | -4.4% | -44.7% | +40.4% | -2.3% |
| 6M | +27.5% | -58.7% | +86.2% | +31.1% |
| YTD | +12.8% | -61.7% | +74.5% | +16.0% |
| 1Y | +20.7% | -55.7% | +76.4% | +23.6% |
| All | +118.4% | +25.6% | +92.8% | +112.7% |
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