+26.2%
O vs ALHC
-61.4%
+87.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.7% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | +7.1% | -10.6% | +17.7% | +7.6% |
| 3M | -5.2% | -45.3% | +40.1% | -2.9% |
| 6M | -1.8% | -59.7% | +57.9% | +1.5% |
| YTD | +9.1% | -62.7% | +71.8% | +12.8% |
| 1Y | +9.7% | -56.1% | +65.8% | +12.5% |
| 3Y | +39.1% | +21.3% | +17.9% | +33.1% |
| 5Y | +8.4% | -66.0% | +74.3% | +5.2% |
| All | +26.2% | -61.4% | +87.5% | +24.4% |
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