-4.1%
TGT vs ALHC
-59.6%
+55.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +0.5% | -5.5% | +6.0% | +0.7% |
| 30D | +6.7% | -4.9% | +11.6% | +6.9% |
| 3M | +8.4% | -41.7% | +50.2% | +11.2% |
| 6M | +40.7% | -55.2% | +95.9% | +44.9% |
| YTD | +72.2% | -61.1% | +133.3% | +78.2% |
| 1Y | +86.2% | -53.3% | +139.5% | +90.3% |
| 3Y | +68.8% | +28.2% | +40.6% | +51.6% |
| 5Y | -25.2% | -65.8% | +40.6% | -29.2% |
| All | -4.1% | -59.6% | +55.5% | -9.9% |
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