+17.4%
RF vs ALHC
-53.4%
+70.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.3% | -5.5% | +4.2% | -0.9% |
| 30D | +4.6% | -4.9% | +9.6% | +5.0% |
| 3M | -8.4% | -41.7% | +33.3% | -4.7% |
| 6M | +8.9% | -55.2% | +64.0% | +14.3% |
| YTD | +8.8% | -61.1% | +69.9% | +14.2% |
| All | +17.4% | -53.4% | +70.7% | +18.8% |
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 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