-44.0%
PODD vs ALHC
-60.6%
+16.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -4.4% | -0.8% | -3.6% | -4.3% |
| 30D | +8.1% | -9.6% | +17.7% | +9.3% |
| 3M | +2.9% | -44.5% | +47.4% | +9.6% |
| 6M | -5.7% | -59.2% | +53.5% | +2.9% |
| YTD | -47.5% | -62.0% | +14.5% | -42.6% |
| 1Y | -55.7% | -54.8% | -0.9% | -52.8% |
| 3Y | -3.7% | +25.0% | -28.7% | -18.3% |
| 5Y | -52.6% | -65.3% | +12.7% | -54.5% |
| All | -44.0% | -60.6% | +16.6% | -46.8% |
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 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