+29.9%
TPR vs ALHC
-55.2%
+85.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.5% |
| 7D | +12.7% | +3.9% | +8.8% | +12.3% |
| 30D | +17.1% | -3.6% | +20.7% | +17.0% |
| 3M | -15.9% | -49.4% | +33.5% | -13.4% |
| 6M | +2.6% | -59.5% | +62.1% | +5.4% |
| YTD | +7.5% | -63.2% | +70.7% | +9.3% |
| All | +29.9% | -55.2% | +85.1% | +27.0% |
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