+19.3%
TPR vs ALHC
-51.4%
+70.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.1% | -6.6% | +3.0% |
| 7D | +12.6% | -0.5% | +13.1% | +12.6% |
| 30D | +7.1% | -4.2% | +11.4% | +7.2% |
| 3M | -19.4% | -39.8% | +20.4% | -17.3% |
| 6M | -9.7% | -57.7% | +48.0% | -6.8% |
| YTD | -1.0% | -58.8% | +57.8% | -0.3% |
| 1Y | +19.3% | -52.4% | +71.7% | +13.3% |
| All | +19.3% | -51.4% | +70.7% | +13.3% |
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 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