-47.3%
U vs ALHC
-59.7%
+12.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.5% |
| 7D | +24.4% | +3.8% | +20.6% | +22.5% |
| 30D | +7.4% | +1.7% | +5.7% | +6.0% |
| 3M | +16.8% | -44.3% | +61.1% | +32.8% |
| 6M | +78.8% | -57.2% | +136.0% | +109.7% |
| YTD | +14.0% | -61.2% | +75.1% | +35.5% |
| 1Y | +16.7% | -53.2% | +69.9% | +30.4% |
| 3Y | +86.4% | +27.8% | +58.5% | +26.7% |
| 5Y | -71.5% | -65.4% | -6.1% | -73.9% |
| All | -47.3% | -59.7% | +12.4% | -54.4% |
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 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