+375.2%
P vs ALHC
-61.8%
+437.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.2% | +6.4% |
| 7D | -9.6% | +3.9% | -13.5% | -9.9% |
| 30D | -33.4% | -3.6% | -29.8% | -33.2% |
| 3M | +14.2% | -49.4% | +63.6% | +20.5% |
| 6M | +31.6% | -59.5% | +91.0% | +39.8% |
| YTD | +53.5% | -63.2% | +116.7% | +64.0% |
| 1Y | +14.2% | -55.5% | +69.7% | +19.0% |
| 3Y | +190.5% | +23.0% | +167.5% | +145.2% |
| 5Y | +256.3% | -65.7% | +322.1% | +229.3% |
| All | +375.2% | -61.8% | +437.1% | +316.6% |
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