+132.9%
PH vs ALHC
+21.9%
+111.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +2.9% |
| 7D | +2.0% | +1.0% | +1.0% | +1.9% |
| 30D | -3.7% | -14.2% | +10.5% | -3.3% |
| 3M | -14.0% | -45.1% | +31.1% | -12.4% |
| 6M | +2.1% | -59.5% | +61.6% | +4.6% |
| YTD | +5.1% | -62.8% | +67.9% | +7.8% |
| 1Y | +10.9% | -55.5% | +66.4% | +13.5% |
| 3Y | +132.9% | +25.7% | +107.3% | +135.1% |
| All | +132.9% | +21.9% | +111.0% | +135.1% |
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