-25.1%
TGT vs ALHC
-63.9%
+38.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.1% |
| 7D | +5.5% | +3.8% | +1.7% | +5.3% |
| 30D | +6.0% | +1.7% | +4.4% | +5.8% |
| 3M | +8.0% | -44.3% | +52.3% | +11.2% |
| 6M | +32.3% | -57.2% | +89.5% | +36.9% |
| YTD | +71.3% | -61.2% | +132.4% | +77.6% |
| 1Y | +86.8% | -53.2% | +140.0% | +91.1% |
| 3Y | +67.9% | +27.8% | +40.0% | +48.1% |
| 5Y | -25.1% | -65.4% | +40.3% | -26.0% |
| All | -25.1% | -63.9% | +38.8% | -26.0% |
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