+58.4%
T vs ALHC
-29.3%
+87.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -1.5% | -1.0% | -0.6% | -1.5% |
| 30D | +7.6% | -6.3% | +13.9% | +7.8% |
| 3M | +15.3% | -12.3% | +27.6% | +15.2% |
| 6M | -8.5% | -27.0% | +18.5% | -8.2% |
| YTD | +6.8% | -31.8% | +38.6% | +7.3% |
| 1Y | -7.2% | -17.0% | +9.8% | -7.4% |
| 3Y | +108.2% | +159.8% | -51.6% | +97.1% |
| 5Y | +66.1% | -25.1% | +91.2% | +58.7% |
| All | +58.4% | -29.3% | +87.8% | +54.0% |
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 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