-17.1%
NOW vs ALHC
+16.3%
-33.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.8% |
| 7D | -3.1% | +3.9% | -6.9% | -2.9% |
| 30D | -27.0% | -3.6% | -23.4% | -27.1% |
| 3M | -17.7% | -49.4% | +31.7% | -19.4% |
| 6M | +12.7% | -59.5% | +72.2% | +10.8% |
| YTD | -32.9% | -63.2% | +30.3% | -34.0% |
| 1Y | -40.4% | -55.5% | +15.1% | -41.5% |
| 3Y | -17.1% | +23.0% | -40.1% | -20.0% |
| All | -17.1% | +16.3% | -33.4% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling