+481.7%
PR vs ALHC
-60.3%
+542.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.1% | +2.3% | -4.6% |
| 7D | -16.5% | -6.2% | -10.3% | -16.4% |
| 30D | -4.5% | -9.7% | +5.2% | -4.2% |
| 3M | +8.5% | -44.7% | +53.3% | +10.9% |
| 6M | -3.3% | -58.7% | +55.4% | -0.4% |
| YTD | +55.7% | -61.7% | +117.4% | +60.3% |
| 1Y | +82.0% | -55.7% | +137.7% | +85.5% |
| 3Y | +62.5% | +25.6% | +36.9% | +48.2% |
| 5Y | +223.9% | -65.8% | +289.7% | +222.6% |
| All | +481.7% | -60.3% | +542.0% | +433.0% |
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