-24.8%
Q vs ALHC
-60.7%
+35.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -7.1% | -0.2% | -7.0% |
| 7D | -10.3% | -6.2% | -4.1% | -10.1% |
| 30D | -17.7% | -9.7% | -8.0% | -17.4% |
| 3M | -18.8% | -44.7% | +25.9% | -17.5% |
| 6M | -24.8% | -58.7% | +33.9% | -20.9% |
| All | -24.8% | -60.7% | +35.9% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling