+268.3%
PSX vs ALHC
-61.8%
+330.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.0% |
| 7D | -8.0% | +3.9% | -11.9% | -8.0% |
| 30D | -9.0% | -3.6% | -5.4% | -9.0% |
| 3M | +24.7% | -49.4% | +74.2% | +24.4% |
| 6M | +49.3% | -59.5% | +108.8% | +48.8% |
| YTD | +100.2% | -63.2% | +163.4% | +99.6% |
| 1Y | +88.8% | -55.5% | +144.3% | +88.0% |
| 3Y | +152.5% | +23.0% | +129.5% | +146.7% |
| 5Y | +283.2% | -65.7% | +348.9% | +291.8% |
| All | +268.3% | -61.8% | +330.1% | +255.4% |
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