-6.4%
T vs ALHC
-51.4%
+45.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.1% | -8.1% | +1.7% |
| 7D | +5.5% | -0.5% | +5.9% | +5.4% |
| 30D | -8.9% | -4.2% | -4.7% | -8.8% |
| 3M | -5.6% | -39.8% | +34.2% | -5.6% |
| 6M | -14.3% | -57.7% | +43.5% | -14.9% |
| YTD | -7.9% | -58.8% | +50.9% | -7.8% |
| 1Y | -6.4% | -52.4% | +46.0% | -6.8% |
| All | -6.4% | -51.4% | +45.0% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling