+70.7%
RF vs ALHC
-59.7%
+130.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.2% |
| 7D | +0.3% | +3.8% | -3.4% | 0.0% |
| 30D | +6.2% | +1.7% | +4.5% | +5.9% |
| 3M | -7.8% | -44.3% | +36.5% | -4.3% |
| 6M | +5.9% | -57.2% | +63.2% | +11.2% |
| YTD | +9.0% | -61.2% | +70.2% | +15.0% |
| 1Y | +19.3% | -53.2% | +72.4% | +24.0% |
| 3Y | +116.4% | +27.8% | +88.6% | +101.4% |
| 5Y | +46.0% | -65.4% | +111.4% | +41.5% |
| All | +70.7% | -59.7% | +130.4% | +59.4% |
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 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