+24.9%
OMC vs ALHC
-31.6%
+56.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.3% |
| 7D | -4.2% | -4.1% | -0.1% | -4.1% |
| 30D | -7.5% | -5.4% | -2.1% | -7.3% |
| 3M | +4.6% | -32.1% | +36.8% | +6.1% |
| 6M | -4.8% | -28.5% | +23.6% | -4.1% |
| YTD | -1.0% | -34.0% | +33.0% | +0.1% |
| 1Y | +3.8% | -20.9% | +24.8% | +4.0% |
| 3Y | +10.2% | +151.5% | -141.3% | +2.2% |
| 5Y | +29.7% | -28.8% | +58.6% | +20.9% |
| All | +24.9% | -31.6% | +56.5% | +17.0% |
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 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