+240.4%
TPR vs ALHC
-33.5%
+273.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -23.0% | -1.0% | -21.9% | -22.9% |
| 3M | -12.5% | -10.2% | -2.3% | -12.6% |
| 6M | -21.4% | -28.3% | +6.9% | -20.0% |
| YTD | -3.5% | -31.4% | +27.9% | -1.6% |
| 1Y | +17.4% | -16.9% | +34.3% | +16.9% |
| 3Y | +291.3% | +135.5% | +155.8% | +220.1% |
| All | +240.4% | -33.5% | +273.9% | +225.4% |
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 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