-10.3%
M vs ALHC
-64.2%
+53.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -4.3% |
| 7D | -4.3% | +1.0% | -5.2% | -4.3% |
| 30D | +1.3% | -14.2% | +15.4% | +2.8% |
| 3M | -7.4% | -45.1% | +37.8% | -1.8% |
| 6M | +18.3% | -59.5% | +77.9% | +28.1% |
| YTD | +7.6% | -62.8% | +70.4% | +16.9% |
| 1Y | +17.4% | -55.5% | +72.9% | +24.7% |
| 3Y | +108.4% | +25.7% | +82.7% | +74.0% |
| All | -10.3% | -64.2% | +53.9% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling