+87.0%
PR vs ALHC
-51.4%
+138.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +10.1% | -16.7% | -6.0% |
| 7D | -12.1% | -0.5% | -11.6% | -11.9% |
| 30D | +0.9% | -4.2% | +5.1% | +1.0% |
| 3M | +10.1% | -39.8% | +49.9% | +7.6% |
| 6M | +1.1% | -57.7% | +58.8% | -2.2% |
| YTD | +63.7% | -58.8% | +122.4% | +56.2% |
| 1Y | +87.0% | -52.4% | +139.4% | +82.9% |
| All | +87.0% | -51.4% | +138.5% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling