+80.9%
RF vs ALHC
-28.9%
+109.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | -3.6% | -1.0% | -2.6% | -3.6% |
| 3M | +8.1% | -10.2% | +18.2% | +8.1% |
| 6M | +11.5% | -28.3% | +39.8% | +13.0% |
| YTD | +15.6% | -31.4% | +47.0% | +17.4% |
| 1Y | +15.7% | -16.9% | +32.6% | +15.8% |
| 3Y | +86.9% | +135.5% | -48.6% | +66.4% |
| 5Y | +89.8% | -33.6% | +123.4% | +77.1% |
| All | +80.9% | -28.9% | +109.8% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling