+191.2%
TER vs ALHC
+22.7%
+168.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.3% |
| 7D | +14.4% | +0.3% | +14.1% | +14.3% |
| 30D | -30.6% | -10.6% | -20.0% | -30.2% |
| 3M | -39.2% | -45.3% | +6.1% | -37.6% |
| 6M | -31.3% | -59.7% | +28.4% | -28.5% |
| YTD | +29.1% | -62.7% | +91.8% | +34.6% |
| 1Y | +47.4% | -56.1% | +103.5% | +52.4% |
| 3Y | +191.2% | +21.3% | +170.0% | +171.7% |
| All | +191.2% | +22.7% | +168.6% | +171.7% |
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