+44.2%
NYT vs ALHC
-31.6%
+75.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.7% |
| 7D | -1.6% | -4.1% | +2.5% | -1.3% |
| 30D | +2.8% | -5.4% | +8.2% | +3.2% |
| 3M | -9.2% | -32.1% | +22.9% | -6.9% |
| 6M | -17.1% | -28.5% | +11.4% | -15.9% |
| YTD | -3.2% | -34.0% | +30.8% | -1.3% |
| 1Y | +15.7% | -20.9% | +36.6% | +15.9% |
| 3Y | +55.7% | +151.5% | -95.8% | +31.4% |
| 5Y | +39.4% | -28.8% | +68.2% | +25.2% |
| All | +44.2% | -31.6% | +75.8% | +25.0% |
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 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