+45.2%
PL vs ALHC
-70.5%
+115.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -1.0% | +15.5% | +14.7% |
| 7D | +10.9% | +3.9% | +7.0% | +9.9% |
| 30D | -16.4% | -3.6% | -12.7% | -16.2% |
| 3M | -39.9% | -49.4% | +9.5% | -32.6% |
| 6M | -63.2% | -59.5% | -3.7% | -58.0% |
| YTD | -27.1% | -63.2% | +36.1% | -16.0% |
| 1Y | +12.2% | -55.5% | +67.7% | +23.6% |
| 3Y | +584.3% | +23.0% | +561.3% | +423.1% |
| 5Y | +37.0% | -65.7% | +102.7% | +17.0% |
| All | +45.2% | -70.5% | +115.6% | +23.2% |
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