+106.1%
TOST vs ALHC
+25.6%
+80.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.2% |
| 7D | +11.6% | -6.2% | +17.8% | +11.9% |
| 30D | +16.2% | -9.7% | +25.9% | +16.7% |
| 3M | +1.0% | -44.7% | +45.8% | +3.9% |
| 6M | +23.2% | -58.7% | +81.9% | +28.3% |
| YTD | -1.0% | -61.7% | +60.7% | +3.3% |
| 1Y | -9.9% | -55.7% | +45.8% | -6.9% |
| All | +106.1% | +25.6% | +80.5% | +69.4% |
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 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