+8.1%
TSCO vs ALHC
-28.9%
+37.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +5.5% | -1.0% | +6.5% | +5.5% |
| 3M | +20.0% | -10.2% | +30.1% | +19.8% |
| 6M | -29.8% | -28.3% | -1.5% | -29.0% |
| YTD | -28.7% | -31.4% | +2.8% | -27.8% |
| 1Y | -40.9% | -16.9% | -24.0% | -41.2% |
| 3Y | -15.9% | +135.5% | -151.4% | -26.4% |
| 5Y | -3.5% | -33.6% | +30.2% | -12.6% |
| All | +8.1% | -28.9% | +37.0% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling