-3.7%
TGT vs ALHC
-28.9%
+25.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +12.2% | -1.0% | +13.2% | +12.2% |
| 3M | +33.8% | -10.2% | +43.9% | +33.3% |
| 6M | +39.3% | -28.3% | +67.6% | +40.2% |
| YTD | +72.9% | -31.4% | +104.3% | +74.1% |
| 1Y | +84.6% | -16.9% | +101.5% | +83.5% |
| 3Y | +46.2% | +135.5% | -89.3% | +26.2% |
| 5Y | -21.3% | -33.6% | +12.3% | -27.9% |
| All | -3.7% | -28.9% | +25.2% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling