+50.7%
TDY vs ALHC
-33.8%
+84.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | -1.1% | -6.9% | +5.7% | -0.6% |
| 30D | -12.0% | -6.7% | -5.3% | -11.6% |
| 3M | -3.2% | -37.7% | +34.5% | -0.3% |
| 6M | -7.9% | -30.0% | +22.1% | -6.5% |
| YTD | +18.2% | -36.2% | +54.4% | +20.6% |
| 1Y | +6.7% | -22.9% | +29.5% | +7.1% |
| 3Y | +47.5% | +138.4% | -90.8% | +28.8% |
| 5Y | +39.5% | -32.8% | +72.3% | +29.7% |
| All | +50.7% | -33.8% | +84.5% | +37.5% |
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 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