-15.3%
TENB vs ALHC
-33.0%
+17.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.6% |
| 7D | -7.1% | -5.8% | -1.3% | -6.4% |
| 30D | -15.4% | -3.3% | -12.0% | -15.0% |
| 3M | +19.5% | -37.9% | +57.5% | +26.7% |
| 6M | +54.8% | -29.5% | +84.3% | +59.0% |
| YTD | +36.1% | -35.4% | +71.5% | +41.3% |
| 1Y | +7.0% | -22.4% | +29.4% | +7.5% |
| 3Y | -27.6% | +146.3% | -173.9% | -46.1% |
| 5Y | -30.5% | -32.0% | +1.5% | -37.9% |
| All | -15.3% | -33.0% | +17.8% | -26.5% |
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