-22.7%
TGT vs ALHC
-30.5%
+7.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.6% | -1.0% | +0.3% | -0.6% |
| 30D | +9.5% | -6.3% | +15.9% | +9.9% |
| 3M | +32.3% | -12.3% | +44.6% | +31.9% |
| 6M | +37.0% | -27.0% | +64.0% | +37.8% |
| YTD | +71.0% | -31.8% | +102.9% | +72.4% |
| 1Y | +85.0% | -17.0% | +102.0% | +83.8% |
| 3Y | +46.8% | +159.8% | -113.0% | +22.7% |
| 5Y | -22.7% | -25.1% | +2.4% | -29.4% |
| All | -22.7% | -30.5% | +7.7% | -29.4% |
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 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