-27.7%
TLT vs ALHC
-28.9%
+1.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | -0.6% | -1.0% | +0.5% | -0.6% |
| 3M | -2.7% | -10.2% | +7.4% | -2.7% |
| 6M | -5.6% | -28.3% | +22.7% | -5.4% |
| YTD | -2.8% | -31.4% | +28.7% | -2.5% |
| 1Y | -1.4% | -16.9% | +15.5% | -1.4% |
| 3Y | -1.6% | +135.5% | -137.1% | -3.9% |
| 5Y | -33.8% | -33.6% | -0.2% | -33.9% |
| All | -27.7% | -28.9% | +1.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling