+14.8%
PL vs ALHC
-69.3%
+84.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.1% | -3.0% | -8.8% |
| 7D | -20.5% | -6.2% | -14.3% | -19.7% |
| 30D | -38.8% | -9.7% | -29.1% | -38.0% |
| 3M | -49.1% | -44.7% | -4.4% | -43.8% |
| 6M | -69.4% | -58.7% | -10.7% | -65.1% |
| YTD | -42.3% | -61.7% | +19.4% | -34.0% |
| 1Y | -14.2% | -55.7% | +41.5% | -5.1% |
| 3Y | +398.7% | +25.6% | +373.1% | +280.5% |
| 5Y | +11.1% | -65.8% | +76.9% | -5.8% |
| All | +14.8% | -69.3% | +84.2% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling