+3.6%
TSCO vs ALHC
-33.0%
+36.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -3.1% | -5.8% | +2.7% | -2.8% |
| 30D | -4.4% | -3.3% | -1.0% | -4.2% |
| 3M | +9.7% | -37.9% | +47.6% | +12.6% |
| 6M | -32.4% | -29.5% | -2.9% | -31.6% |
| YTD | -31.7% | -35.4% | +3.7% | -30.6% |
| 1Y | -41.3% | -22.4% | -18.8% | -41.3% |
| 3Y | -18.3% | +146.3% | -164.6% | -28.9% |
| 5Y | -10.3% | -32.0% | +21.7% | -18.4% |
| All | +3.6% | -33.0% | +36.6% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling