-93.7%
OPEN vs ALHC
-61.5%
-32.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.9% | -18.9% | -20.8% |
| 7D | -22.2% | +1.0% | -23.2% | -22.1% |
| 30D | -38.3% | -14.2% | -24.2% | -35.3% |
| 3M | -59.4% | -45.1% | -14.2% | -51.5% |
| 6M | -74.4% | -59.5% | -14.8% | -67.5% |
| YTD | -76.0% | -62.8% | -13.2% | -69.3% |
| 1Y | -78.7% | -55.5% | -23.2% | -74.5% |
| 3Y | -30.0% | +25.7% | -55.7% | -55.2% |
| 5Y | -93.7% | -66.8% | -26.9% | -93.7% |
| All | -93.7% | -61.5% | -32.2% | -94.4% |
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