-5.9%
POET vs ALHC
-27.5%
+21.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.6% |
| 7D | +9.7% | -4.1% | +13.9% | +9.9% |
| 30D | -6.5% | -5.4% | -1.1% | -6.3% |
| 3M | -25.7% | -32.1% | +6.4% | -24.6% |
| 6M | +19.6% | -28.5% | +48.1% | +20.3% |
| YTD | +26.4% | -34.0% | +60.4% | +27.8% |
| 1Y | +50.1% | -20.9% | +71.0% | +49.0% |
| 3Y | +127.9% | +151.5% | -23.6% | +86.7% |
| 5Y | -5.9% | -28.8% | +23.0% | -17.9% |
| All | -5.9% | -27.5% | +21.6% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling