+455.3%
PL vs ALHC
+21.9%
+433.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.3% | +10.7% |
| 7D | -6.8% | +1.0% | -7.8% | -7.0% |
| 30D | -29.3% | -14.2% | -15.1% | -28.4% |
| 3M | -44.8% | -45.1% | +0.4% | -41.5% |
| 6M | -68.4% | -59.5% | -8.8% | -65.7% |
| YTD | -36.4% | -62.8% | +26.5% | -30.7% |
| 1Y | +0.7% | -55.5% | +56.2% | +6.8% |
| 3Y | +455.3% | +25.7% | +429.6% | +307.5% |
| All | +455.3% | +21.9% | +433.4% | +307.5% |
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