+294.5%
NET vs ALHC
-57.3%
+351.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.1% | -12.7% | -4.3% |
| 7D | -16.4% | -0.5% | -15.9% | -16.3% |
| 30D | -25.8% | -4.2% | -21.6% | -25.7% |
| 3M | -11.5% | -39.8% | +28.3% | -4.8% |
| 6M | +18.9% | -57.7% | +76.7% | +32.9% |
| YTD | +35.2% | -58.8% | +94.0% | +49.5% |
| 1Y | +14.5% | -52.4% | +66.8% | +21.8% |
| 3Y | +313.8% | +35.2% | +278.6% | +180.5% |
| 5Y | +32.6% | -61.1% | +93.6% | +19.7% |
| All | +294.5% | -57.3% | +351.8% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling