+35.4%
T vs ALHC
-61.5%
+96.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.8% |
| 7D | +1.0% | +1.0% | +0.1% | +1.0% |
| 30D | -10.6% | -14.2% | +3.5% | -10.2% |
| 3M | -7.7% | -45.1% | +37.4% | -6.3% |
| 6M | -13.3% | -59.5% | +46.2% | -11.6% |
| YTD | -8.8% | -62.8% | +54.1% | -6.9% |
| 1Y | -8.4% | -55.5% | +47.1% | -7.1% |
| 3Y | +59.6% | +25.7% | +34.0% | +54.5% |
| 5Y | +52.1% | -66.8% | +118.9% | +47.4% |
| All | +35.4% | -61.5% | +96.8% | +33.7% |
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