-39.6%
MOD vs ALHC
-55.4%
+15.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.1% | -0.1% | -7.2% |
| 7D | -34.2% | -6.2% | -27.9% | -33.9% |
| 30D | -51.9% | -9.7% | -42.2% | -51.6% |
| 3M | -53.0% | -44.7% | -8.3% | -52.1% |
| 6M | -66.4% | -58.7% | -7.7% | -65.3% |
| YTD | -31.5% | -61.7% | +30.2% | -30.4% |
| 1Y | -39.6% | -55.7% | +16.1% | -43.2% |
| All | -39.6% | -55.4% | +15.9% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling