+24.1%
MET vs ALHC
-19.3%
+43.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | -0.8% | -4.1% | +3.4% | -0.4% |
| 30D | -1.4% | -5.4% | +4.1% | -1.0% |
| 3M | +12.5% | -32.1% | +44.7% | +15.3% |
| 6M | +37.1% | -28.5% | +65.6% | +37.8% |
| YTD | +23.8% | -34.0% | +57.8% | +24.7% |
| 1Y | +24.1% | -20.9% | +45.1% | +19.7% |
| All | +24.1% | -19.3% | +43.4% | +19.7% |
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 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