+74.9%
ON vs ALHC
-29.3%
+104.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.4% |
| 7D | -2.2% | -1.0% | -1.2% | -2.1% |
| 30D | -12.4% | -6.3% | -6.1% | -11.9% |
| 3M | -41.2% | -12.3% | -28.9% | -41.3% |
| 6M | +25.0% | -27.0% | +52.0% | +26.5% |
| YTD | +31.3% | -31.8% | +63.1% | +33.5% |
| 1Y | +45.4% | -17.0% | +62.4% | +44.1% |
| 3Y | -27.4% | +159.8% | -187.3% | -45.2% |
| 5Y | +58.5% | -25.1% | +83.6% | +35.9% |
| All | +74.9% | -29.3% | +104.2% | +40.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling