-41.6%
ROKU vs ALHC
-66.3%
+24.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | +3.5% | +1.0% | +2.5% | +3.1% |
| 30D | +5.1% | -14.2% | +19.3% | +7.9% |
| 3M | +7.0% | -45.1% | +52.1% | +19.6% |
| 6M | +25.4% | -59.5% | +85.0% | +45.2% |
| YTD | +48.0% | -62.8% | +110.8% | +72.3% |
| 1Y | +53.1% | -55.5% | +108.6% | +69.4% |
| 3Y | +92.7% | +25.7% | +67.0% | +34.4% |
| All | -41.6% | -66.3% | +24.7% | -31.5% |
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