+421.8%
TPR vs ALHC
+25.6%
+396.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.1% | +14.2% | +7.4% |
| 7D | +13.9% | -6.2% | +20.1% | +14.1% |
| 30D | +14.9% | -9.7% | +24.6% | +15.3% |
| 3M | -15.4% | -44.7% | +29.4% | -13.2% |
| 6M | -4.5% | -58.7% | +54.2% | -1.2% |
| YTD | +6.0% | -61.7% | +67.7% | +9.7% |
| 1Y | +24.3% | -55.7% | +80.0% | +27.6% |
| All | +421.8% | +25.6% | +396.2% | +390.4% |
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