-7.8%
TGT vs ALHC
-31.6%
+23.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -3.0% |
| 7D | -3.6% | -4.1% | +0.5% | -3.4% |
| 30D | +4.4% | -5.4% | +9.9% | +4.7% |
| 3M | +25.4% | -32.1% | +57.5% | +27.2% |
| 6M | +33.4% | -28.5% | +61.9% | +34.2% |
| YTD | +65.6% | -34.0% | +99.6% | +67.2% |
| 1Y | +80.3% | -20.9% | +101.2% | +79.8% |
| 3Y | +42.1% | +151.5% | -109.4% | +21.5% |
| 5Y | -25.0% | -28.8% | +3.8% | -31.1% |
| All | -7.8% | -31.6% | +23.8% | -15.4% |
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 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