-5.1%
TGT vs ALHC
-60.6%
+55.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | +6.6% | -9.6% | +16.2% | +7.1% |
| 3M | +5.2% | -44.5% | +49.7% | +8.2% |
| 6M | +35.3% | -59.2% | +94.5% | +40.1% |
| YTD | +70.3% | -62.0% | +132.4% | +76.5% |
| 1Y | +81.2% | -54.8% | +136.0% | +85.5% |
| 3Y | +66.9% | +25.0% | +41.9% | +50.1% |
| 5Y | -27.2% | -65.3% | +38.1% | -31.0% |
| All | -5.1% | -60.6% | +55.5% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling