+103.2%
TOST vs ALHC
+21.9%
+81.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | +9.4% | +1.0% | +8.5% | +9.4% |
| 30D | +13.5% | -14.2% | +27.6% | +14.2% |
| 3M | -0.1% | -45.1% | +45.0% | +2.8% |
| 6M | +22.5% | -59.5% | +82.0% | +27.7% |
| YTD | -2.4% | -62.8% | +60.5% | +2.0% |
| 1Y | -4.7% | -55.5% | +50.8% | -1.6% |
| 3Y | +103.2% | +25.7% | +77.5% | +67.3% |
| All | +103.2% | +21.9% | +81.3% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling