+13.6%
TENB vs ALHC
-59.6%
+73.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.3% |
| 7D | -9.3% | -5.5% | -3.8% | -8.7% |
| 30D | +5.3% | -4.9% | +10.2% | +5.7% |
| 3M | +13.5% | -41.7% | +55.2% | +20.0% |
| 6M | +101.5% | -55.2% | +156.6% | +117.4% |
| YTD | +82.4% | -61.1% | +143.5% | +99.5% |
| 1Y | +53.0% | -53.3% | +106.4% | +62.3% |
| 3Y | +14.8% | +28.2% | -13.4% | -6.3% |
| 5Y | -21.2% | -65.8% | +44.6% | -24.3% |
| All | +13.6% | -59.6% | +73.2% | +3.9% |
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