+18.0%
Q vs ALHC
-51.4%
+69.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.1% | -10.2% | -0.8% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -9.7% | -4.2% | -5.5% | -9.6% |
| 3M | -16.1% | -39.8% | +23.7% | -13.5% |
| 6M | -15.7% | -57.7% | +42.0% | -11.0% |
| YTD | +45.7% | -58.8% | +104.5% | +46.4% |
| 1Y | +18.0% | -52.4% | +70.4% | +7.4% |
| All | +18.0% | -51.4% | +69.4% | +7.4% |
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 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