-77.7%
PYPL vs ALHC
-29.3%
-48.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | +1.7% | -1.0% | +2.7% | +1.9% |
| 30D | -9.7% | -6.3% | -3.4% | -9.1% |
| 3M | +29.2% | -12.3% | +41.5% | +29.3% |
| 6M | +13.9% | -27.0% | +40.9% | +15.8% |
| YTD | -8.1% | -31.8% | +23.7% | -6.1% |
| 1Y | -21.4% | -17.0% | -4.4% | -21.9% |
| 3Y | -11.8% | +159.8% | -171.7% | -32.2% |
| 5Y | -81.1% | -25.1% | -56.0% | -84.0% |
| All | -77.7% | -29.3% | -48.3% | -81.3% |
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