+70.1%
ON vs ALHC
-61.8%
+131.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.1% | +9.3% |
| 7D | -1.4% | +3.9% | -5.3% | -1.8% |
| 30D | -10.9% | -3.6% | -7.2% | -10.5% |
| 3M | -14.9% | -49.4% | +34.6% | -9.3% |
| 6M | -33.0% | -59.5% | +26.4% | -28.2% |
| YTD | +27.6% | -63.2% | +90.8% | +37.4% |
| 1Y | +44.5% | -55.5% | +100.0% | +51.7% |
| 3Y | +7.4% | +23.0% | -15.6% | -10.9% |
| 5Y | +18.7% | -65.7% | +84.5% | +10.2% |
| All | +70.1% | -61.8% | +131.9% | +44.9% |
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