+58.9%
T vs ALHC
-28.9%
+87.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | +11.4% | -1.0% | +12.4% | +11.4% |
| 3M | +14.3% | -10.2% | +24.4% | +14.1% |
| 6M | -9.3% | -28.3% | +19.0% | -8.9% |
| YTD | +7.1% | -31.4% | +38.5% | +7.6% |
| 1Y | -9.1% | -16.9% | +7.8% | -9.3% |
| 3Y | +105.3% | +135.5% | -30.1% | +95.1% |
| 5Y | +66.8% | -33.6% | +100.4% | +59.2% |
| All | +58.9% | -28.9% | +87.8% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling