+399.0%
P vs ALHC
-61.4%
+460.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | +11.6% | +0.3% | +11.3% | +11.6% |
| 30D | -23.7% | -10.6% | -13.1% | -22.9% |
| 3M | -8.0% | -45.3% | +37.3% | -3.6% |
| 6M | +27.9% | -59.7% | +87.6% | +36.2% |
| YTD | +61.2% | -62.7% | +123.9% | +72.0% |
| 1Y | +28.6% | -56.1% | +84.7% | +34.4% |
| 3Y | +200.5% | +21.3% | +179.2% | +154.4% |
| 5Y | +282.9% | -66.0% | +348.9% | +254.0% |
| All | +399.0% | -61.4% | +460.4% | +336.8% |
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