+196.7%
PH vs ALHC
-64.2%
+260.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.0% |
| 7D | +2.0% | +1.0% | +1.0% | +1.9% |
| 30D | -3.7% | -14.2% | +10.5% | -3.0% |
| 3M | -14.0% | -45.1% | +31.1% | -11.2% |
| 6M | +2.1% | -59.5% | +61.6% | +6.9% |
| YTD | +5.1% | -62.8% | +67.9% | +10.2% |
| 1Y | +10.9% | -55.5% | +66.4% | +15.0% |
| 3Y | +132.9% | +25.7% | +107.3% | +115.6% |
| All | +196.7% | -64.2% | +260.9% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling