+41.6%
NYT vs ALHC
-32.8%
+74.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.6% |
| 7D | -0.6% | -6.9% | +6.3% | 0.0% |
| 30D | +4.6% | -6.7% | +11.3% | +5.2% |
| 3M | -9.6% | -37.7% | +28.1% | -6.4% |
| 6M | -14.0% | -30.0% | +16.0% | -12.5% |
| YTD | -2.8% | -36.2% | +33.3% | -0.5% |
| 1Y | +15.6% | -22.9% | +38.5% | +16.0% |
| 3Y | +56.3% | +138.4% | -82.1% | +29.8% |
| All | +41.6% | -32.8% | +74.4% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling