-30.2%
TEAM vs ALHC
-59.7%
+29.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -4.9% |
| 7D | -22.2% | +3.8% | -26.0% | -22.7% |
| 30D | -28.1% | +1.7% | -29.8% | -28.4% |
| 3M | -2.2% | -44.3% | +42.2% | +6.0% |
| 6M | +62.2% | -57.2% | +119.4% | +78.8% |
| YTD | -8.4% | -61.2% | +52.8% | +0.9% |
| 1Y | -6.6% | -53.2% | +46.6% | -1.6% |
| 3Y | -15.7% | +27.8% | -43.5% | -38.9% |
| 5Y | -65.7% | -65.4% | -0.3% | -68.9% |
| All | -30.2% | -59.7% | +29.5% | -39.2% |
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