+347.1%
P vs ALHC
-61.5%
+408.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.5% | +3.8% |
| 7D | -23.8% | +1.0% | -24.8% | -23.8% |
| 30D | -36.6% | -14.2% | -22.5% | -35.8% |
| 3M | +10.9% | -45.1% | +56.0% | +16.1% |
| 6M | +30.0% | -59.5% | +89.5% | +38.2% |
| YTD | +44.4% | -62.8% | +107.2% | +54.2% |
| 1Y | +3.9% | -55.5% | +59.4% | +8.4% |
| 3Y | +176.6% | +25.7% | +150.9% | +132.6% |
| 5Y | +249.3% | -66.8% | +316.1% | +223.2% |
| All | +347.1% | -61.5% | +408.6% | +291.6% |
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 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