-5.5%
TOST vs ALHC
-55.7%
+50.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.3% | +3.5% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | +16.2% | -10.6% | +26.8% | +16.7% |
| 3M | -1.5% | -45.3% | +43.8% | +0.8% |
| 6M | +55.3% | -59.7% | +115.0% | +62.2% |
| YTD | -2.3% | -62.7% | +60.4% | +2.3% |
| 1Y | -5.5% | -56.1% | +50.6% | -3.6% |
| All | -5.5% | -55.7% | +50.1% | -3.6% |
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