+56.3%
NYT vs ALHC
+143.4%
-87.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.5% |
| 7D | -0.6% | -6.9% | +6.3% | -0.4% |
| 30D | +4.6% | -6.7% | +11.3% | +4.8% |
| 3M | -9.6% | -37.7% | +28.1% | -8.3% |
| 6M | -14.0% | -30.0% | +16.0% | -13.3% |
| YTD | -2.8% | -36.2% | +33.3% | -1.8% |
| 1Y | +15.6% | -22.9% | +38.5% | +16.0% |
| 3Y | +56.3% | +138.4% | -82.1% | +42.3% |
| All | +56.3% | +143.4% | -87.1% | +42.3% |
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