+312.8%
NET vs ALHC
-28.9%
+341.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -7.0% | -0.6% | -6.4% | -6.9% |
| 30D | -4.8% | -1.0% | -3.8% | -4.8% |
| 3M | +3.8% | -10.2% | +14.0% | +3.0% |
| 6M | +50.0% | -28.3% | +78.3% | +53.7% |
| YTD | +41.5% | -31.4% | +72.9% | +45.0% |
| 1Y | +32.8% | -16.9% | +49.8% | +29.2% |
| 3Y | +335.9% | +135.5% | +200.4% | +161.8% |
| 5Y | +113.8% | -33.6% | +147.5% | +77.3% |
| All | +312.8% | -28.9% | +341.7% | +223.1% |
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 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