+70.2%
M vs ALHC
-28.9%
+99.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | -0.6% | +5.3% | +4.8% |
| 30D | -9.6% | -1.0% | -8.6% | -9.6% |
| 3M | +0.9% | -10.2% | +11.0% | +0.7% |
| 6M | +22.3% | -28.3% | +50.6% | +24.5% |
| YTD | +6.5% | -31.4% | +38.0% | +8.7% |
| 1Y | +38.8% | -16.9% | +55.7% | +38.5% |
| 3Y | +115.9% | +135.5% | -19.6% | +74.4% |
| 5Y | +28.6% | -33.6% | +62.3% | +12.1% |
| All | +70.2% | -28.9% | +99.1% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling