+35.7%
TNA vs ALHC
-55.7%
+91.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.7% |
| 7D | +3.7% | +0.3% | +3.4% | +3.6% |
| 30D | +4.4% | -10.6% | +15.0% | +6.3% |
| 3M | -26.7% | -45.3% | +18.7% | -20.1% |
| 6M | -12.8% | -59.7% | +46.9% | -0.8% |
| YTD | +22.7% | -62.7% | +85.4% | +33.0% |
| 1Y | +35.7% | -56.1% | +91.8% | +24.4% |
| All | +35.7% | -55.7% | +91.3% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling