+93.4%
META vs ALHC
+25.6%
+67.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.2% | -3.7% |
| 7D | -3.1% | -6.2% | +3.1% | -2.9% |
| 30D | -18.1% | -9.7% | -8.4% | -17.9% |
| 3M | +2.9% | -44.7% | +47.6% | +4.5% |
| 6M | +0.2% | -58.7% | +58.9% | +2.3% |
| YTD | -8.1% | -61.7% | +53.6% | -6.2% |
| 1Y | -4.5% | -55.7% | +51.2% | -2.9% |
| All | +93.4% | +25.6% | +67.9% | +84.7% |
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 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