-68.9%
S vs ALHC
-64.2%
-4.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.1% |
| 7D | -13.4% | +1.0% | -14.4% | -13.6% |
| 30D | -14.0% | -14.2% | +0.2% | -12.3% |
| 3M | +4.9% | -45.1% | +50.0% | +14.0% |
| 6M | +42.0% | -59.5% | +101.5% | +59.3% |
| YTD | +45.1% | -62.8% | +108.0% | +62.8% |
| 1Y | +33.1% | -55.5% | +88.6% | +42.6% |
| 3Y | +40.6% | +25.7% | +14.9% | -0.4% |
| All | -68.9% | -64.2% | -4.7% | -66.8% |
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 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