+128.8%
META vs ALHC
-61.8%
+190.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | +5.7% | +3.9% | +1.9% | +5.3% |
| 30D | -10.8% | -3.6% | -7.1% | -10.6% |
| 3M | +8.4% | -49.4% | +57.8% | +14.4% |
| 6M | +5.4% | -59.5% | +64.8% | +12.2% |
| YTD | -2.6% | -63.2% | +60.6% | +4.2% |
| 1Y | +3.5% | -55.5% | +59.0% | +8.6% |
| 3Y | +102.0% | +23.0% | +79.0% | +79.3% |
| 5Y | +93.1% | -65.7% | +158.8% | +84.4% |
| All | +128.8% | -61.8% | +190.6% | +111.8% |
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