+38.8%
T vs ALHC
-60.6%
+99.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | -2.9% | -9.6% | +6.7% | -2.7% |
| 3M | -7.5% | -44.5% | +37.0% | -6.1% |
| 6M | -9.9% | -59.2% | +49.3% | -8.2% |
| YTD | -6.4% | -62.0% | +55.6% | -4.6% |
| 1Y | -9.4% | -54.8% | +45.4% | -8.2% |
| 3Y | +64.9% | +25.0% | +39.9% | +59.6% |
| 5Y | +57.0% | -65.3% | +122.3% | +52.0% |
| All | +38.8% | -60.6% | +99.4% | +36.9% |
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 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