+290.4%
P vs ALHC
-65.9%
+356.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.9% | +3.6% |
| 7D | +17.8% | -0.8% | +18.6% | +17.9% |
| 30D | -29.9% | -9.6% | -20.2% | -29.2% |
| 3M | -1.2% | -44.5% | +43.4% | +3.5% |
| 6M | +32.1% | -59.2% | +91.3% | +40.8% |
| YTD | +64.3% | -62.0% | +126.3% | +75.3% |
| 1Y | +24.3% | -54.8% | +79.1% | +29.5% |
| 3Y | +203.2% | +25.0% | +178.2% | +150.6% |
| 5Y | +290.4% | -65.3% | +355.8% | +328.4% |
| All | +290.4% | -65.9% | +356.3% | +328.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling