+263.0%
TPR vs ALHC
-61.5%
+324.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | +14.2% | +1.0% | +13.2% | +13.9% |
| 30D | +17.1% | -14.2% | +31.2% | +18.4% |
| 3M | -17.7% | -45.1% | +27.4% | -13.6% |
| 6M | -10.2% | -59.5% | +49.4% | -4.0% |
| YTD | +4.9% | -62.8% | +67.7% | +12.4% |
| 1Y | +36.1% | -55.5% | +91.6% | +42.9% |
| 3Y | +416.5% | +25.7% | +390.8% | +354.6% |
| 5Y | +254.8% | -66.8% | +321.6% | +245.0% |
| All | +263.0% | -61.5% | +324.5% | +243.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling