+29.1%
Q vs ALHC
-57.2%
+86.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.9% |
| 7D | +11.5% | -0.8% | +12.3% | +11.5% |
| 30D | -0.2% | -9.6% | +9.5% | +0.5% |
| 3M | -13.6% | -44.5% | +30.9% | -10.3% |
| 6M | -27.0% | -59.2% | +32.2% | -22.8% |
| YTD | +50.5% | -62.0% | +112.6% | +53.4% |
| 1Y | +33.8% | -54.8% | +88.6% | +27.1% |
| All | +29.1% | -57.2% | +86.2% | +24.6% |
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