+16.5%
NYT vs ALHC
-51.4%
+68.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.1% | -11.1% | -1.1% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | +4.3% | -4.2% | +8.5% | +4.4% |
| 3M | -11.7% | -39.8% | +28.1% | -11.0% |
| 6M | -14.4% | -57.7% | +43.3% | -12.4% |
| YTD | -3.0% | -58.8% | +55.7% | +0.8% |
| 1Y | +16.5% | -52.4% | +68.9% | +21.6% |
| All | +16.5% | -51.4% | +68.0% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling