-27.8%
TEAM vs ALHC
-61.5%
+33.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.9% | -13.2% | -15.7% |
| 7D | -19.8% | +1.0% | -20.8% | -20.0% |
| 30D | -21.5% | -14.2% | -7.4% | -19.8% |
| 3M | +39.5% | -45.1% | +84.6% | +51.9% |
| 6M | +73.1% | -59.5% | +132.6% | +92.7% |
| YTD | -5.2% | -62.8% | +57.6% | +5.1% |
| 1Y | -1.6% | -55.5% | +53.9% | +4.7% |
| 3Y | -11.4% | +25.7% | -37.1% | -36.0% |
| 5Y | -65.1% | -66.8% | +1.7% | -68.1% |
| All | -27.8% | -61.5% | +33.6% | -36.7% |
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