-10.8%
TENB vs ALHC
-29.3%
+18.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | -7.4% | -6.3% | -1.0% | -6.7% |
| 3M | +22.3% | -12.3% | +34.6% | +22.9% |
| 6M | +60.2% | -27.0% | +87.2% | +63.8% |
| YTD | +43.2% | -31.8% | +75.1% | +47.6% |
| 1Y | +8.2% | -17.0% | +25.2% | +7.7% |
| 3Y | -23.8% | +159.8% | -183.6% | -43.7% |
| 5Y | -26.9% | -25.1% | -1.7% | -35.4% |
| All | -10.8% | -29.3% | +18.5% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling