-66.3%
MKTX vs ALHC
-33.0%
-33.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -0.2% | -5.8% | +5.6% | +0.2% |
| 30D | +0.8% | -3.3% | +4.2% | +1.0% |
| 3M | +41.1% | -37.9% | +79.1% | +45.0% |
| 6M | -9.5% | -29.5% | +20.0% | -8.4% |
| YTD | -8.7% | -35.4% | +26.7% | -7.2% |
| 1Y | -10.0% | -22.4% | +12.5% | -9.8% |
| 3Y | -24.6% | +146.3% | -170.9% | -34.4% |
| 5Y | -60.3% | -32.0% | -28.3% | -63.2% |
| All | -66.3% | -33.0% | -33.3% | -69.5% |
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