+277.8%
PSX vs ALHC
-64.2%
+342.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.6% |
| 7D | -13.1% | +1.0% | -14.1% | -13.1% |
| 30D | -9.5% | -14.2% | +4.6% | -9.6% |
| 3M | +20.2% | -45.1% | +65.3% | +19.5% |
| 6M | +44.9% | -59.5% | +104.4% | +43.8% |
| YTD | +94.4% | -62.8% | +157.2% | +93.1% |
| 1Y | +83.1% | -55.5% | +138.6% | +81.8% |
| 3Y | +132.2% | +25.7% | +106.5% | +127.9% |
| All | +277.8% | -64.2% | +342.0% | +299.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling