+147.7%
P vs ALHC
+136.3%
+11.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -0.6% | +7.1% | +6.5% |
| 30D | +18.8% | -1.0% | +19.9% | +18.8% |
| 3M | +26.7% | -10.2% | +36.9% | +26.8% |
| 6M | +62.2% | -28.3% | +90.5% | +63.2% |
| YTD | +48.5% | -31.4% | +79.9% | +49.6% |
| 1Y | +26.4% | -16.9% | +43.3% | +26.4% |
| All | +147.7% | +136.3% | +11.4% | +137.5% |
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