-6.5%
POET vs ALHC
-33.8%
+27.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.7% |
| 7D | +0.4% | -6.9% | +7.2% | +0.7% |
| 30D | -10.4% | -6.7% | -3.6% | -10.1% |
| 3M | -29.3% | -37.7% | +8.4% | -27.9% |
| 6M | +6.9% | -30.0% | +36.8% | +7.6% |
| YTD | +25.6% | -36.2% | +61.7% | +27.3% |
| 1Y | +49.2% | -22.9% | +72.0% | +48.3% |
| 3Y | +128.4% | +138.4% | -9.9% | +89.1% |
| 5Y | -4.2% | -32.8% | +28.6% | -13.3% |
| All | -6.5% | -33.8% | +27.3% | -22.3% |
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