-52.0%
ROKU vs ALHC
-32.8%
-19.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -0.4% | -6.9% | +6.4% | +1.1% |
| 30D | +2.1% | -6.7% | +8.8% | +3.5% |
| 3M | +29.5% | -37.7% | +67.2% | +41.1% |
| 6M | +53.8% | -30.0% | +83.8% | +59.1% |
| YTD | +42.8% | -36.2% | +79.0% | +50.3% |
| 1Y | +60.7% | -22.9% | +83.6% | +60.1% |
| 3Y | +83.9% | +138.4% | -54.5% | +11.2% |
| All | -52.0% | -32.8% | -19.2% | -61.7% |
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