-31.8%
TE vs ALHC
+21.9%
-53.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.0% |
| 7D | -12.6% | +1.0% | -13.6% | -12.6% |
| 30D | -36.7% | -14.2% | -22.6% | -35.2% |
| 3M | -57.5% | -45.1% | -12.3% | -53.4% |
| 6M | -55.2% | -59.5% | +4.3% | -49.5% |
| YTD | -64.7% | -62.8% | -1.8% | -60.2% |
| 1Y | -35.9% | -55.5% | +19.6% | -30.9% |
| 3Y | -31.8% | +25.7% | -57.5% | -56.4% |
| All | -31.8% | +21.9% | -53.7% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling