+27.6%
O vs ALHC
-61.8%
+89.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.8% |
| 7D | +3.3% | +3.9% | -0.5% | +3.1% |
| 30D | +10.3% | -3.6% | +14.0% | +10.4% |
| 3M | -3.5% | -49.4% | +45.9% | -0.7% |
| 6M | -1.3% | -59.5% | +58.2% | +1.9% |
| YTD | +10.3% | -63.2% | +73.5% | +14.1% |
| 1Y | +10.4% | -55.5% | +65.9% | +13.2% |
| 3Y | +40.0% | +23.0% | +17.0% | +33.8% |
| 5Y | +12.4% | -65.7% | +78.1% | +9.2% |
| All | +27.6% | -61.8% | +89.4% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling