-23.2%
TECH vs ALHC
-61.5%
+38.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | +0.3% | -14.2% | +14.5% | +1.7% |
| 3M | +1.3% | -45.1% | +46.5% | +7.5% |
| 6M | +54.0% | -59.5% | +113.5% | +67.4% |
| YTD | +24.3% | -62.8% | +87.1% | +35.6% |
| 1Y | +25.8% | -55.5% | +81.3% | +34.2% |
| 3Y | +26.0% | +25.7% | +0.3% | +8.8% |
| 5Y | -40.1% | -66.8% | +26.7% | -42.6% |
| All | -23.2% | -61.5% | +38.3% | -27.9% |
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