+35.1%
S vs ALHC
-60.7%
+95.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -7.1% | -1.7% | -9.3% |
| 7D | -16.7% | -6.2% | -10.5% | -17.2% |
| 30D | -17.0% | -9.7% | -7.3% | -17.5% |
| 3M | +2.0% | -44.7% | +46.7% | -2.1% |
| 6M | +35.1% | -58.7% | +93.7% | +29.9% |
| All | +35.1% | -60.7% | +95.8% | +29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling