-81.1%
TE vs ALHC
-61.4%
-19.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.6% |
| 7D | -19.1% | +0.3% | -19.3% | -19.2% |
| 30D | -34.1% | -10.6% | -23.6% | -32.6% |
| 3M | -60.1% | -45.3% | -14.8% | -55.3% |
| 6M | -66.0% | -59.7% | -6.2% | -60.5% |
| YTD | -71.4% | -62.7% | -8.7% | -66.8% |
| 1Y | -45.3% | -56.1% | +10.8% | -39.1% |
| 3Y | +9.1% | +21.3% | -12.1% | -13.5% |
| 5Y | -82.6% | -66.0% | -16.6% | -84.5% |
| All | -81.1% | -61.4% | -19.8% | -83.3% |
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