+98.4%
MET vs ALHC
-61.8%
+160.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.5% |
| 7D | +1.3% | +3.9% | -2.5% | +1.1% |
| 30D | +4.0% | -3.6% | +7.7% | +4.2% |
| 3M | +4.6% | -49.4% | +54.0% | +8.1% |
| 6M | +32.8% | -59.5% | +92.3% | +38.1% |
| YTD | +32.3% | -63.2% | +95.5% | +38.0% |
| 1Y | +37.1% | -55.5% | +92.6% | +41.6% |
| 3Y | +86.8% | +23.0% | +63.8% | +78.3% |
| 5Y | +87.4% | -65.7% | +153.1% | +80.0% |
| All | +98.4% | -61.8% | +160.3% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling