+151.8%
TER vs ALHC
+21.9%
+129.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.7% |
| 7D | -20.5% | +1.0% | -21.4% | -20.4% |
| 30D | -47.0% | -14.2% | -32.9% | -46.6% |
| 3M | -43.3% | -45.1% | +1.9% | -41.8% |
| 6M | -42.9% | -59.5% | +16.6% | -40.7% |
| YTD | +12.9% | -62.8% | +75.7% | +17.7% |
| 1Y | +18.2% | -55.5% | +73.7% | +22.1% |
| 3Y | +151.8% | +25.7% | +126.1% | +133.4% |
| All | +151.8% | +21.9% | +129.9% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling