+258.4%
TPR vs ALHC
-62.4%
+320.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.1% | +14.2% | +7.7% |
| 7D | +13.9% | -6.2% | +20.1% | +14.3% |
| 30D | +14.9% | -9.7% | +24.6% | +15.6% |
| 3M | -15.4% | -44.7% | +29.4% | -11.2% |
| 6M | -4.5% | -58.7% | +54.2% | +2.0% |
| YTD | +6.0% | -61.7% | +67.7% | +13.3% |
| 1Y | +24.3% | -55.7% | +80.0% | +30.7% |
| 3Y | +412.8% | +25.6% | +387.2% | +348.1% |
| 5Y | +258.4% | -65.8% | +324.2% | +265.9% |
| All | +258.4% | -62.4% | +320.9% | +265.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling