-28.2%
TENB vs ALHC
-27.5%
-0.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.3% |
| 7D | -1.7% | -4.1% | +2.5% | -1.1% |
| 30D | -8.3% | -5.4% | -2.8% | -7.7% |
| 3M | +26.2% | -32.1% | +58.3% | +32.2% |
| 6M | +60.2% | -28.5% | +88.7% | +64.2% |
| YTD | +43.1% | -34.0% | +77.1% | +48.2% |
| 1Y | +9.4% | -20.9% | +30.3% | +9.6% |
| 3Y | -23.9% | +151.5% | -175.4% | -44.5% |
| 5Y | -28.2% | -28.8% | +0.6% | -36.0% |
| All | -28.2% | -27.5% | -0.7% | -36.0% |
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