-41.2%
TECH vs ALHC
-64.2%
+23.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 3M | +1.3% | -45.1% | +46.5% | +7.8% |
| 6M | +54.0% | -59.5% | +113.5% | +68.0% |
| YTD | +24.3% | -62.8% | +87.1% | +36.2% |
| 1Y | +25.8% | -55.5% | +81.3% | +34.5% |
| 3Y | +26.0% | +25.7% | +0.3% | +6.8% |
| All | -41.2% | -64.2% | +23.0% | -40.8% |
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