-39.6%
POET vs ALHC
-61.4%
+21.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.4% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | -12.2% | -10.6% | -1.6% | -11.7% |
| 3M | -42.4% | -45.3% | +2.9% | -40.9% |
| 6M | -64.3% | -59.7% | -4.6% | -63.0% |
| YTD | -19.0% | -62.7% | +43.8% | -16.0% |
| 1Y | +9.1% | -56.1% | +65.3% | +11.3% |
| 3Y | +297.7% | +21.3% | +276.4% | +244.3% |
| 5Y | -38.2% | -66.0% | +27.8% | -43.0% |
| All | -39.6% | -61.4% | +21.7% | -48.7% |
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 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