+222.9%
MS vs ALHC
-28.9%
+251.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -0.3% | -1.0% | +0.8% | -0.2% |
| 3M | +0.3% | -10.2% | +10.4% | +0.3% |
| 6M | +31.3% | -28.3% | +59.6% | +33.1% |
| YTD | +24.7% | -31.4% | +56.1% | +26.7% |
| 1Y | +47.9% | -16.9% | +64.8% | +48.1% |
| 3Y | +178.3% | +135.5% | +42.9% | +148.6% |
| 5Y | +144.9% | -33.6% | +178.5% | +125.5% |
| All | +222.9% | -28.9% | +251.8% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling