-28.5%
TLT vs ALHC
-59.6%
+31.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.0% | -5.5% | +4.5% | -1.0% |
| 30D | +3.7% | -4.9% | +8.6% | +3.7% |
| 3M | -0.8% | -41.7% | +41.0% | -0.1% |
| 6M | -3.6% | -55.2% | +51.6% | -2.7% |
| YTD | -3.9% | -61.1% | +57.1% | -2.9% |
| 1Y | -6.2% | -53.3% | +47.1% | -5.5% |
| 3Y | +4.2% | +28.2% | -24.0% | +2.4% |
| 5Y | -34.7% | -65.8% | +31.1% | -34.0% |
| All | -28.5% | -59.6% | +31.1% | -27.8% |
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