+33.2%
OMC vs ALHC
-30.5%
+63.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -5.8% | -1.0% | -4.8% | -5.7% |
| 30D | -4.8% | -6.3% | +1.5% | -4.5% |
| 3M | +9.2% | -12.3% | +21.5% | +9.3% |
| 6M | -2.5% | -27.0% | +24.5% | -1.7% |
| YTD | +2.6% | -31.8% | +34.4% | +3.6% |
| 1Y | +5.9% | -17.0% | +23.0% | +5.9% |
| 3Y | +14.2% | +159.8% | -145.7% | +4.4% |
| 5Y | +33.2% | -25.1% | +58.4% | +21.1% |
| All | +33.2% | -30.5% | +63.7% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling