+137.1%
PSX vs ALHC
+140.1%
-2.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | -0.6% | +5.1% | +4.5% |
| 30D | +26.6% | -1.0% | +27.6% | +26.6% |
| 3M | +39.3% | -10.2% | +49.4% | +39.0% |
| 6M | +56.8% | -28.3% | +85.1% | +56.2% |
| YTD | +101.8% | -31.4% | +133.3% | +100.9% |
| 1Y | +99.6% | -16.9% | +116.5% | +99.5% |
| All | +137.1% | +140.1% | -2.9% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling