+29.8%
Q vs ALHC
-55.2%
+85.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +7.9% | +7.0% |
| 7D | +8.4% | +3.9% | +4.6% | +8.2% |
| 30D | -1.2% | -3.6% | +2.5% | -0.9% |
| 3M | -9.3% | -49.4% | +40.1% | -5.6% |
| 6M | -15.0% | -59.5% | +44.5% | -10.8% |
| YTD | +53.5% | -63.2% | +116.7% | +55.8% |
| All | +29.8% | -55.2% | +85.0% | +19.0% |
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