+299.4%
TPR vs ALHC
+136.3%
+163.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -0.6% | -1.7% | -2.3% |
| 30D | -23.0% | -1.0% | -21.9% | -23.0% |
| 3M | -12.5% | -10.2% | -2.3% | -12.6% |
| 6M | -21.4% | -28.3% | +6.9% | -20.7% |
| YTD | -3.5% | -31.4% | +27.9% | -2.6% |
| 1Y | +17.4% | -16.9% | +34.3% | +17.1% |
| All | +299.4% | +136.3% | +163.1% | +257.8% |
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