+167.1%
P vs ALHC
+25.6%
+141.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -7.1% | -9.3% | -16.3% |
| 7D | -31.9% | -6.2% | -25.7% | -31.9% |
| 30D | -36.5% | -9.7% | -26.8% | -36.5% |
| 3M | +11.6% | -44.7% | +56.3% | +11.4% |
| 6M | +25.2% | -58.7% | +83.9% | +25.9% |
| YTD | +39.4% | -61.7% | +101.2% | +40.2% |
| 1Y | -3.7% | -55.7% | +52.0% | -3.7% |
| All | +167.1% | +25.6% | +141.5% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling