+52.1%
PAAS vs ALHC
-61.8%
+113.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.0% |
| 7D | +8.8% | +3.9% | +5.0% | +8.5% |
| 30D | -8.5% | -3.6% | -4.8% | -8.2% |
| 3M | -17.0% | -49.4% | +32.4% | -12.5% |
| 6M | -27.9% | -59.5% | +31.6% | -23.1% |
| YTD | -17.5% | -63.2% | +45.7% | -11.5% |
| 1Y | +22.8% | -55.5% | +78.3% | +29.3% |
| 3Y | +224.2% | +23.0% | +201.2% | +195.3% |
| 5Y | +73.6% | -65.7% | +139.4% | +76.4% |
| All | +52.1% | -61.8% | +113.9% | +48.9% |
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