-31.4%
TE vs AHR
+5.0%
-36.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -3.2% |
| 7D | +15.0% | -4.3% | +19.3% | +14.1% |
| 30D | -7.5% | -3.1% | -4.5% | -8.0% |
| 3M | -42.0% | +15.7% | -57.6% | -46.4% |
| 6M | -31.4% | +4.1% | -35.5% | -28.8% |
| All | -31.4% | +5.0% | -36.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 6mo: compounded portfolio wealth divided by compounded AHR 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…
6mo analysis · Full analysis span regression · 6 months rolling