-41.3%
TSCO vs ALHC
-22.7%
-18.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.5% |
| 7D | -3.1% | -5.8% | +2.7% | -3.2% |
| 30D | -4.4% | -3.3% | -1.0% | -4.4% |
| 3M | +9.7% | -37.9% | +47.6% | +9.2% |
| 6M | -32.4% | -29.5% | -2.9% | -31.9% |
| YTD | -31.7% | -35.4% | +3.7% | -32.0% |
| 1Y | -41.3% | -22.4% | -18.8% | -41.3% |
| All | -41.3% | -22.7% | -18.6% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling