-67.2%
PL vs ALHC
-59.8%
-7.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +10.1% | -16.5% | -6.0% |
| 7D | -11.7% | -0.5% | -11.2% | -11.7% |
| 30D | -27.1% | -4.2% | -22.9% | -27.1% |
| 3M | -44.6% | -39.8% | -4.8% | -45.3% |
| 6M | -67.2% | -57.7% | -9.4% | -63.7% |
| All | -67.2% | -59.8% | -7.4% | -63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling