+82.3%
PL vs ALHC
-33.5%
+115.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -9.3% | -0.6% | -8.7% | -9.2% |
| 30D | -18.9% | -1.0% | -17.9% | -18.8% |
| 3M | -58.4% | -10.2% | -48.2% | -58.6% |
| 6M | -30.3% | -28.3% | -2.0% | -28.1% |
| YTD | -8.1% | -31.4% | +23.3% | -4.5% |
| 1Y | +180.5% | -16.9% | +197.4% | +177.3% |
| 3Y | +444.1% | +135.5% | +308.7% | +256.3% |
| All | +82.3% | -33.5% | +115.8% | +38.8% |
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