+282.7%
PSX vs ALHC
-60.6%
+343.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | +6.4% | -0.8% | +7.2% | +6.4% |
| 30D | -10.2% | -9.6% | -0.5% | -10.2% |
| 3M | +17.2% | -44.5% | +61.7% | +16.9% |
| 6M | +51.8% | -59.2% | +111.0% | +51.2% |
| YTD | +108.0% | -62.0% | +170.0% | +107.4% |
| 1Y | +96.1% | -54.8% | +150.9% | +95.3% |
| 3Y | +155.9% | +25.0% | +130.9% | +150.1% |
| 5Y | +306.9% | -65.3% | +372.2% | +316.5% |
| All | +282.7% | -60.6% | +343.3% | +269.4% |
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