+437.0%
THC vs ALHC
-61.4%
+498.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +5.3% | -10.6% | +15.9% | +6.4% |
| 3M | +7.1% | -45.3% | +52.4% | +13.2% |
| 6M | +46.0% | -59.7% | +105.8% | +57.0% |
| YTD | +43.9% | -62.7% | +106.7% | +54.9% |
| 1Y | +45.4% | -56.1% | +101.6% | +53.1% |
| 3Y | +421.3% | +21.3% | +400.0% | +351.0% |
| 5Y | +261.5% | -66.0% | +327.4% | +253.3% |
| All | +437.0% | -61.4% | +498.4% | +418.1% |
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