+43.7%
RF vs ALHC
-62.4%
+106.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -1.6% |
| 7D | -1.6% | -6.2% | +4.6% | -1.2% |
| 30D | +5.0% | -9.7% | +14.7% | +5.6% |
| 3M | -10.0% | -44.7% | +34.8% | -6.3% |
| 6M | +3.3% | -58.7% | +62.0% | +9.1% |
| YTD | +7.9% | -61.7% | +69.7% | +14.3% |
| 1Y | +21.2% | -55.7% | +76.9% | +26.8% |
| 3Y | +105.8% | +25.6% | +80.2% | +90.1% |
| 5Y | +43.7% | -65.8% | +109.5% | +39.1% |
| All | +43.7% | -62.4% | +106.2% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling