+62.4%
MSFT vs ALHC
-66.2%
+128.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.3% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | -1.8% | -10.6% | +8.7% | -1.4% |
| 3M | +5.6% | -45.3% | +51.0% | +8.2% |
| 6M | +29.8% | -59.7% | +89.5% | +34.2% |
| YTD | +9.0% | -62.7% | +71.7% | +12.7% |
| 1Y | +4.9% | -56.1% | +61.1% | +7.2% |
| 3Y | +46.2% | +21.3% | +25.0% | +32.9% |
| All | +62.4% | -66.2% | +128.7% | +70.1% |
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