-47.8%
S vs ALHC
-68.2%
+20.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -2.7% | -10.6% | +7.9% | -1.1% |
| 3M | -6.9% | -45.3% | +38.4% | +1.7% |
| 6M | +38.1% | -59.7% | +97.8% | +55.6% |
| YTD | +48.0% | -62.7% | +110.7% | +66.4% |
| 1Y | +34.5% | -56.1% | +90.6% | +45.0% |
| 3Y | +38.3% | +21.3% | +17.1% | -0.3% |
| 5Y | -70.9% | -66.0% | -4.9% | -70.5% |
| All | -47.8% | -68.2% | +20.4% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling