+95.1%
META vs ALHC
+21.9%
+73.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | -0.8% | +1.0% | -1.7% | -0.8% |
| 30D | -15.4% | -14.2% | -1.3% | -15.1% |
| 3M | +3.5% | -45.1% | +48.7% | +5.2% |
| 6M | -0.3% | -59.5% | +59.3% | +1.9% |
| YTD | -7.3% | -62.8% | +55.5% | -5.3% |
| 1Y | -1.1% | -55.5% | +54.4% | +0.7% |
| 3Y | +95.1% | +25.7% | +69.4% | +86.4% |
| All | +95.1% | +21.9% | +73.1% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling