-53.2%
S vs ALHC
-41.5%
-11.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.7% | -0.6% | -7.1% | -7.6% |
| 30D | -5.3% | -1.0% | -4.3% | -5.4% |
| 3M | +20.3% | -10.2% | +30.4% | +19.7% |
| 6M | +47.4% | -28.3% | +75.7% | +51.2% |
| YTD | +32.5% | -31.4% | +64.0% | +36.2% |
| 1Y | +9.5% | -16.9% | +26.5% | +6.9% |
| 3Y | +15.5% | +135.5% | -120.0% | -26.7% |
| 5Y | -71.2% | -33.6% | -37.6% | -74.2% |
| All | -53.2% | -41.5% | -11.8% | -53.0% |
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