-44.9%
S vs ALHC
-66.8%
+22.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.3% |
| 7D | +1.4% | +3.8% | -2.4% | +0.7% |
| 30D | -10.8% | +1.7% | -12.5% | -11.4% |
| 3M | +5.4% | -44.3% | +49.7% | +14.7% |
| 6M | +41.2% | -57.2% | +98.5% | +57.2% |
| YTD | +56.2% | -61.2% | +117.4% | +74.4% |
| 1Y | +36.3% | -53.2% | +89.5% | +45.1% |
| 3Y | +49.4% | +27.8% | +21.6% | +6.5% |
| 5Y | -66.9% | -65.4% | -1.5% | -66.5% |
| All | -44.9% | -66.8% | +22.0% | -39.8% |
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