+749.7%
PBR vs ALHC
-28.9%
+778.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +8.6% | -0.6% | +9.2% | +8.6% |
| 30D | +12.8% | -1.0% | +13.8% | +12.8% |
| 3M | +14.7% | -10.2% | +24.8% | +14.5% |
| 6M | +25.2% | -28.3% | +53.5% | +25.3% |
| YTD | +77.1% | -31.4% | +108.6% | +77.3% |
| 1Y | +69.6% | -16.9% | +86.5% | +69.1% |
| 3Y | +95.6% | +135.5% | -39.9% | +86.2% |
| 5Y | +501.8% | -33.6% | +535.4% | +504.5% |
| All | +749.7% | -28.9% | +778.7% | +749.5% |
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 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