+6.5%
TLT vs ALHC
+21.9%
-15.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | +6.2% | -14.2% | +20.3% | +6.4% |
| 3M | -0.3% | -45.1% | +44.8% | +0.6% |
| 6M | -3.4% | -59.5% | +56.2% | -2.0% |
| YTD | -3.1% | -62.8% | +59.7% | -1.7% |
| 1Y | -5.2% | -55.5% | +50.3% | -4.3% |
| 3Y | +6.5% | +25.7% | -19.2% | -3.0% |
| All | +6.5% | +21.9% | -15.4% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling