+532.6%
PR vs ALHC
-28.9%
+561.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | +18.0% | -1.0% | +19.1% | +18.0% |
| 3M | +16.9% | -10.2% | +27.0% | +16.6% |
| 6M | +28.2% | -28.3% | +56.5% | +29.1% |
| YTD | +69.3% | -31.4% | +100.8% | +70.6% |
| 1Y | +69.5% | -16.9% | +86.4% | +68.5% |
| 3Y | +81.7% | +135.5% | -53.8% | +60.4% |
| 5Y | +422.2% | -33.6% | +455.9% | +408.0% |
| All | +532.6% | -28.9% | +561.5% | +467.1% |
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