+492.9%
PR vs ALHC
-61.5%
+554.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.0% |
| 7D | -16.4% | +1.0% | -17.4% | -16.5% |
| 30D | -1.9% | -14.2% | +12.3% | -1.4% |
| 3M | +8.0% | -45.1% | +53.1% | +10.3% |
| 6M | +4.1% | -59.5% | +63.6% | +7.3% |
| YTD | +58.7% | -62.8% | +121.5% | +63.6% |
| 1Y | +75.8% | -55.5% | +131.3% | +79.1% |
| 3Y | +73.2% | +25.7% | +47.5% | +57.6% |
| 5Y | +230.1% | -66.8% | +296.9% | +229.2% |
| All | +492.9% | -61.5% | +554.3% | +443.9% |
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 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