-7.5%
TSCO vs ALHC
-27.5%
+20.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.4% |
| 7D | -2.5% | -4.1% | +1.7% | -2.2% |
| 30D | -1.1% | -5.4% | +4.3% | -0.8% |
| 3M | +14.3% | -32.1% | +46.4% | +16.8% |
| 6M | -31.9% | -28.5% | -3.4% | -31.1% |
| YTD | -30.7% | -34.0% | +3.3% | -29.6% |
| 1Y | -41.1% | -20.9% | -20.1% | -41.1% |
| 3Y | -17.1% | +151.5% | -168.7% | -29.3% |
| 5Y | -7.5% | -28.8% | +21.3% | -16.0% |
| All | -7.5% | -27.5% | +20.0% | -16.0% |
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