+68.7%
TENB vs ALHC
-51.4%
+120.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.1% | -9.5% | +0.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.9% |
| 30D | +22.9% | -4.2% | +27.2% | +22.8% |
| 3M | +31.7% | -39.8% | +71.5% | +31.5% |
| 6M | +127.3% | -57.7% | +185.0% | +137.4% |
| YTD | +101.2% | -58.8% | +160.0% | +109.0% |
| 1Y | +68.7% | -52.4% | +121.1% | +68.6% |
| All | +68.7% | -51.4% | +120.1% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling