+21.5%
SCHW vs ALHC
-66.2%
+87.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.8% |
| 7D | +2.0% | +0.3% | +1.7% | +2.0% |
| 30D | -3.6% | -10.6% | +7.0% | -3.0% |
| 3M | -15.0% | -45.3% | +30.3% | -12.3% |
| 6M | +2.6% | -59.7% | +62.4% | +7.0% |
| YTD | -5.7% | -62.7% | +57.0% | -1.5% |
| 1Y | -0.9% | -56.1% | +55.2% | +2.3% |
| 3Y | +79.4% | +21.3% | +58.1% | +66.4% |
| All | +21.5% | -66.2% | +87.7% | +29.0% |
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 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