+20.0%
ON vs ALHC
-66.2%
+86.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.8% | -3.4% |
| 7D | +12.2% | +0.3% | +12.0% | +12.2% |
| 30D | -3.1% | -10.6% | +7.4% | -2.0% |
| 3M | -12.9% | -45.3% | +32.4% | -8.0% |
| 6M | -38.6% | -59.7% | +21.1% | -34.1% |
| YTD | +31.2% | -62.7% | +94.0% | +40.9% |
| 1Y | +47.6% | -56.1% | +103.8% | +55.1% |
| 3Y | +6.6% | +21.3% | -14.6% | -12.6% |
| All | +20.0% | -66.2% | +86.3% | +19.6% |
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