+26.7%
Q vs ALHC
-22.7%
+49.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -11.1% | -1.0% | -10.1% | -11.1% |
| 3M | -22.1% | -10.2% | -12.0% | -22.9% |
| 6M | +0.5% | -28.3% | +28.8% | +0.2% |
| YTD | +47.8% | -31.4% | +79.3% | +45.1% |
| All | +26.7% | -22.7% | +49.4% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling