-49.4%
ROKU vs ALHC
-29.3%
-20.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.1% | -1.0% | +0.8% | +0.1% |
| 30D | +1.5% | -6.3% | +7.8% | +2.7% |
| 3M | +25.7% | -12.3% | +38.0% | +25.4% |
| 6M | +54.5% | -27.0% | +81.5% | +58.4% |
| YTD | +43.2% | -31.8% | +75.0% | +48.4% |
| 1Y | +56.3% | -17.0% | +73.3% | +53.5% |
| 3Y | +86.1% | +159.8% | -73.7% | +15.1% |
| 5Y | -53.6% | -25.1% | -28.4% | -62.8% |
| All | -49.4% | -29.3% | -20.0% | -60.7% |
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 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