+9.7%
PYPL vs ALHC
+21.9%
-12.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +3.9% | +1.0% | +2.9% | +3.9% |
| 30D | +7.8% | -14.2% | +22.0% | +8.2% |
| 3M | -0.7% | -45.1% | +44.5% | +0.8% |
| 6M | +28.8% | -59.5% | +88.3% | +31.4% |
| YTD | +2.4% | -62.8% | +65.2% | +4.6% |
| 1Y | -9.6% | -55.5% | +45.9% | -8.3% |
| 3Y | +9.7% | +25.7% | -16.0% | +4.4% |
| All | +9.7% | +21.9% | -12.3% | +4.4% |
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 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