+36.3%
MET vs ALHC
-52.7%
+89.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.3% |
| 7D | +1.8% | +3.8% | -2.0% | +1.5% |
| 30D | +4.8% | +1.7% | +3.1% | +4.6% |
| 3M | +6.2% | -44.3% | +50.5% | +9.8% |
| 6M | +33.8% | -57.2% | +91.0% | +39.6% |
| YTD | +33.3% | -61.2% | +94.5% | +37.2% |
| 1Y | +36.3% | -53.2% | +89.5% | +34.0% |
| All | +36.3% | -52.7% | +89.0% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling