-35.1%
TLT vs ALHC
-65.9%
+30.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | +2.2% | -9.6% | +11.8% | +2.3% |
| 3M | -1.7% | -44.5% | +42.8% | -1.1% |
| 6M | -4.0% | -59.2% | +55.2% | -3.1% |
| YTD | -4.9% | -62.0% | +57.1% | -4.1% |
| 1Y | -7.4% | -54.8% | +47.4% | -6.7% |
| 3Y | +3.0% | +25.0% | -22.0% | +1.6% |
| 5Y | -35.1% | -65.3% | +30.2% | -36.1% |
| All | -35.1% | -65.9% | +30.8% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling