+43.2%
OMC vs ALHC
-59.7%
+102.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.1% |
| 7D | +6.8% | +3.8% | +3.0% | +6.6% |
| 30D | +16.2% | +1.7% | +14.5% | +16.0% |
| 3M | +6.0% | -44.3% | +50.4% | +8.4% |
| 6M | +17.7% | -57.2% | +74.9% | +21.2% |
| YTD | +13.5% | -61.2% | +74.6% | +17.1% |
| 1Y | +27.2% | -53.2% | +80.4% | +30.0% |
| 3Y | +30.4% | +27.8% | +2.6% | +24.8% |
| 5Y | +53.5% | -65.4% | +118.9% | +45.6% |
| All | +43.2% | -59.7% | +102.9% | +36.8% |
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