-55.2%
U vs ALHC
-29.3%
-25.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +4.5% | -1.0% | +5.4% | +4.7% |
| 30D | -0.6% | -6.3% | +5.8% | +1.0% |
| 3M | +48.4% | -12.3% | +60.8% | +48.4% |
| 6M | +115.4% | -27.0% | +142.4% | +122.5% |
| YTD | -3.2% | -31.8% | +28.6% | +1.6% |
| 1Y | -6.0% | -17.0% | +11.0% | -7.7% |
| 3Y | +13.5% | +159.8% | -146.4% | -37.9% |
| 5Y | -68.0% | -25.1% | -42.9% | -75.2% |
| All | -55.2% | -29.3% | -25.9% | -65.8% |
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