+57.8%
T vs ALHC
-66.2%
+124.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +2.5% | +0.3% | +2.3% | +2.5% |
| 30D | -3.8% | -10.6% | +6.8% | -3.4% |
| 3M | -8.7% | -45.3% | +36.6% | -7.2% |
| 6M | -8.1% | -59.7% | +51.6% | -6.1% |
| YTD | -6.4% | -62.7% | +56.3% | -4.3% |
| 1Y | -9.8% | -56.1% | +46.4% | -8.3% |
| 3Y | +65.5% | +21.3% | +44.2% | +59.3% |
| All | +57.8% | -66.2% | +124.1% | +46.9% |
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