+138.3%
PH vs ALHC
+28.2%
+110.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +6.9% | -5.5% | +12.4% | +7.1% |
| 30D | +1.7% | -4.9% | +6.6% | +1.8% |
| 3M | -8.1% | -41.7% | +33.6% | -6.6% |
| 6M | +11.5% | -55.2% | +66.7% | +13.9% |
| YTD | +11.4% | -61.1% | +72.4% | +14.1% |
| 1Y | +14.1% | -53.3% | +67.4% | +16.5% |
| All | +138.3% | +28.2% | +110.1% | +139.2% |
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