+68.3%
RF vs ALHC
-61.5%
+129.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | -0.1% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | +6.0% | -14.2% | +20.2% | +7.0% |
| 3M | -8.9% | -45.1% | +36.2% | -5.3% |
| 6M | +2.3% | -59.5% | +61.9% | +7.9% |
| YTD | +7.6% | -62.8% | +70.4% | +13.8% |
| 1Y | +21.2% | -55.5% | +76.7% | +26.4% |
| 3Y | +108.5% | +25.7% | +82.8% | +94.2% |
| 5Y | +43.2% | -66.8% | +110.0% | +39.3% |
| All | +68.3% | -61.5% | +129.8% | +57.8% |
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