+5.6%
MSCI vs ALHC
-66.2%
+71.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +17.8% | -10.6% | +28.4% | +18.8% |
| 3M | +15.2% | -45.3% | +60.5% | +20.5% |
| 6M | +16.5% | -59.7% | +76.2% | +23.7% |
| YTD | +16.4% | -62.7% | +79.1% | +23.9% |
| 1Y | +16.8% | -56.1% | +72.9% | +22.3% |
| 3Y | +35.8% | +21.3% | +14.5% | +19.4% |
| All | +5.6% | -66.2% | +71.8% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling