+202.8%
TER vs ALHC
-33.5%
+236.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | -8.3% | -1.0% | -7.3% | -8.3% |
| 3M | -12.2% | -10.2% | -2.1% | -12.4% |
| 6M | +17.1% | -28.3% | +45.4% | +19.6% |
| YTD | +84.7% | -31.4% | +116.1% | +89.5% |
| 1Y | +199.9% | -16.9% | +216.9% | +200.3% |
| 3Y | +232.8% | +135.5% | +97.3% | +167.3% |
| All | +202.8% | -33.5% | +236.3% | +157.6% |
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