+107.3%
META vs ALHC
+136.3%
-29.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -0.6% | +7.3% | +6.7% |
| 30D | +4.8% | -1.0% | +5.8% | +4.8% |
| 3M | -1.6% | -10.2% | +8.5% | -1.8% |
| 6M | -7.5% | -28.3% | +20.8% | -7.1% |
| YTD | -6.4% | -31.4% | +25.0% | -5.9% |
| 1Y | -17.3% | -16.9% | -0.4% | -17.2% |
| All | +107.3% | +136.3% | -29.0% | +97.1% |
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 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