+105.0%
NTRS vs ALHC
-29.3%
+134.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +1.7% | -1.0% | +2.6% | +1.7% |
| 30D | +0.1% | -6.3% | +6.5% | +0.5% |
| 3M | +9.8% | -12.3% | +22.2% | +10.0% |
| 6M | +34.7% | -27.0% | +61.7% | +36.0% |
| YTD | +37.4% | -31.8% | +69.2% | +39.2% |
| 1Y | +48.2% | -17.0% | +65.2% | +48.3% |
| 3Y | +163.5% | +159.8% | +3.7% | +135.6% |
| 5Y | +88.2% | -25.1% | +113.4% | +75.6% |
| All | +105.0% | -29.3% | +134.4% | +92.1% |
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