+36.4%
T vs ALHC
-61.8%
+98.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.8% |
| 7D | +1.7% | +3.9% | -2.2% | +1.5% |
| 30D | -1.7% | -3.6% | +1.9% | -1.6% |
| 3M | -7.3% | -49.4% | +42.1% | -5.7% |
| 6M | -11.2% | -59.5% | +48.3% | -9.5% |
| YTD | -8.1% | -63.2% | +55.1% | -6.1% |
| 1Y | -8.0% | -55.5% | +47.5% | -6.7% |
| 3Y | +62.1% | +23.0% | +39.1% | +57.1% |
| 5Y | +55.7% | -65.7% | +121.4% | +50.9% |
| All | +36.4% | -61.8% | +98.3% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling