+83.0%
PL vs ALHC
-45.0%
+128.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -58.5% |
| 6M | -30.3% | -28.3% | -2.0% | -28.1% |
| YTD | -8.1% | -31.4% | +23.3% | -4.6% |
| 1Y | +180.5% | -16.9% | +197.4% | +177.7% |
| 3Y | +444.1% | +135.5% | +308.7% | +268.1% |
| 5Y | +83.0% | -33.6% | +116.7% | +40.4% |
| All | +83.0% | -45.0% | +128.1% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling