+129.8%
NDAQ vs ALHC
-61.5%
+191.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | +0.8% | +1.0% | -0.1% | +0.7% |
| 30D | +16.5% | -14.2% | +30.7% | +17.3% |
| 3M | +13.5% | -45.1% | +58.6% | +16.9% |
| 6M | +20.9% | -59.5% | +80.5% | +25.8% |
| YTD | +11.4% | -62.8% | +74.2% | +16.2% |
| 1Y | +25.9% | -55.5% | +81.4% | +29.8% |
| 3Y | +119.9% | +25.7% | +94.2% | +104.2% |
| 5Y | +61.7% | -66.8% | +128.5% | +56.2% |
| All | +129.8% | -61.5% | +191.2% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling