-41.3%
TE vs ALHC
-30.5%
-10.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.6% | +10.6% | +10.1% |
| 7D | +18.2% | -1.0% | +19.2% | +18.5% |
| 30D | -13.5% | -6.3% | -7.2% | -12.3% |
| 3M | -44.6% | -12.3% | -32.3% | -44.7% |
| 6M | -24.7% | -27.0% | +2.3% | -23.4% |
| YTD | -24.3% | -31.8% | +7.6% | -21.4% |
| 1Y | +155.6% | -17.0% | +172.6% | +150.8% |
| 3Y | -18.3% | +159.8% | -178.1% | -48.4% |
| 5Y | -41.3% | -25.1% | -16.2% | -52.6% |
| All | -41.3% | -30.5% | -10.8% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling