+664.4%
PBR vs ALHC
-60.6%
+725.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +1.6% |
| 7D | -3.7% | -0.8% | -2.9% | -3.7% |
| 30D | -29.0% | -9.6% | -19.4% | -28.9% |
| 3M | +4.9% | -44.5% | +49.4% | +5.4% |
| 6M | -8.4% | -59.2% | +50.8% | -7.8% |
| YTD | +59.4% | -62.0% | +121.4% | +60.3% |
| 1Y | +45.5% | -54.8% | +100.3% | +45.8% |
| 3Y | +67.4% | +25.0% | +42.4% | +60.9% |
| 5Y | +453.0% | -65.3% | +518.3% | +460.7% |
| All | +664.4% | -60.6% | +725.1% | +668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling