-42.4%
TECH vs ALHC
-33.5%
-8.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +0.7% | -1.0% | +1.7% | +0.7% |
| 3M | +36.3% | -10.2% | +46.5% | +36.5% |
| 6M | +25.6% | -28.3% | +53.9% | +28.7% |
| YTD | +23.7% | -31.4% | +55.1% | +27.0% |
| 1Y | +37.6% | -16.9% | +54.6% | +37.5% |
| 3Y | -6.6% | +135.5% | -142.1% | -26.0% |
| All | -42.4% | -33.5% | -8.9% | -49.0% |
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