-27.7%
TLT vs ALHC
-29.3%
+1.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | -0.3% | -6.3% | +6.0% | -0.2% |
| 3M | -1.7% | -12.3% | +10.6% | -1.7% |
| 6M | -4.9% | -27.0% | +22.1% | -4.7% |
| YTD | -2.8% | -31.8% | +29.1% | -2.5% |
| 1Y | -4.2% | -17.0% | +12.8% | -4.2% |
| 3Y | -1.1% | +159.8% | -160.9% | -3.6% |
| 5Y | -33.7% | -25.1% | -8.6% | -34.0% |
| All | -27.7% | -29.3% | +1.7% | -27.5% |
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