+4.9%
MSCI vs ALHC
-62.5%
+67.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.5% | +3.9% | -2.4% | +1.1% |
| 30D | +14.4% | -3.6% | +18.0% | +14.6% |
| 3M | +15.2% | -49.4% | +64.6% | +21.2% |
| 6M | +11.2% | -59.5% | +70.7% | +17.9% |
| YTD | +13.9% | -63.2% | +77.1% | +21.4% |
| 1Y | +12.5% | -55.5% | +68.0% | +17.6% |
| 3Y | +32.3% | +23.0% | +9.3% | +16.1% |
| 5Y | +4.9% | -65.7% | +70.6% | +13.0% |
| All | +4.9% | -62.5% | +67.4% | +13.0% |
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