-48.3%
PODD vs ALHC
-31.6%
-16.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.7% |
| 7D | -6.9% | -4.1% | -2.8% | -6.4% |
| 30D | -3.5% | -5.4% | +2.0% | -2.9% |
| 3M | -13.6% | -32.1% | +18.5% | -10.1% |
| 6M | -42.6% | -28.5% | -14.1% | -41.3% |
| YTD | -51.5% | -34.0% | -17.5% | -50.0% |
| 1Y | -60.9% | -20.9% | -40.0% | -60.8% |
| 3Y | -19.8% | +151.5% | -171.3% | -38.4% |
| 5Y | -54.4% | -28.8% | -25.5% | -60.0% |
| All | -48.3% | -31.6% | -16.7% | -53.7% |
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 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