+66.2%
NDAQ vs ALHC
-66.2%
+132.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +18.0% | -10.6% | +28.5% | +18.6% |
| 3M | +11.5% | -45.3% | +56.8% | +15.2% |
| 6M | +21.1% | -59.7% | +80.8% | +26.5% |
| YTD | +12.8% | -62.7% | +75.5% | +18.1% |
| 1Y | +25.7% | -56.1% | +81.8% | +30.0% |
| 3Y | +116.8% | +21.3% | +95.6% | +99.3% |
| All | +66.2% | -66.2% | +132.4% | +73.5% |
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