+53.4%
T vs ALHC
-64.2%
+117.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.1% |
| 3M | -7.7% | -45.1% | +37.4% | -6.2% |
| 6M | -13.3% | -59.5% | +46.2% | -11.5% |
| YTD | -8.8% | -62.8% | +54.1% | -6.7% |
| 1Y | -8.4% | -55.5% | +47.1% | -7.0% |
| 3Y | +59.6% | +25.7% | +34.0% | +53.5% |
| All | +53.4% | -64.2% | +117.6% | +44.7% |
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 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