+392.1%
P vs ALHC
-59.6%
+451.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.4% |
| 7D | -4.7% | -5.5% | +0.8% | -4.2% |
| 30D | -31.4% | -4.9% | -26.5% | -31.1% |
| 3M | -2.6% | -41.7% | +39.1% | +1.4% |
| 6M | +21.9% | -55.2% | +77.1% | +28.3% |
| YTD | +58.9% | -61.1% | +120.0% | +69.0% |
| 1Y | +21.7% | -53.3% | +75.1% | +26.4% |
| 3Y | +193.3% | +28.2% | +165.1% | +146.9% |
| 5Y | +275.1% | -65.8% | +340.9% | +246.4% |
| All | +392.1% | -59.6% | +451.8% | +329.1% |
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