+44.6%
TMUS vs ALHC
-59.7%
+104.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.1% |
| 7D | +9.5% | +3.8% | +5.7% | +9.2% |
| 30D | +13.8% | +1.7% | +12.1% | +13.5% |
| 3M | -4.6% | -44.3% | +39.8% | -1.7% |
| 6M | -11.7% | -57.2% | +45.5% | -8.2% |
| YTD | -15.4% | -61.2% | +45.8% | -11.9% |
| 1Y | -16.1% | -53.2% | +37.0% | -13.7% |
| 3Y | +20.5% | +27.8% | -7.4% | +13.5% |
| 5Y | +48.7% | -65.4% | +114.1% | +45.4% |
| All | +44.6% | -59.7% | +104.3% | +36.9% |
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