-46.2%
U vs ALHC
-61.8%
+15.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | +32.3% | +3.9% | +28.5% | +30.4% |
| 30D | +9.7% | -3.6% | +13.4% | +9.9% |
| 3M | +19.6% | -49.4% | +69.0% | +39.5% |
| 6M | +82.6% | -59.5% | +142.1% | +117.3% |
| YTD | +16.4% | -63.2% | +79.6% | +40.4% |
| 1Y | +28.5% | -55.5% | +84.0% | +45.5% |
| 3Y | +103.8% | +23.0% | +80.8% | +39.6% |
| 5Y | -70.0% | -65.7% | -4.3% | -72.3% |
| All | -46.2% | -61.8% | +15.7% | -52.7% |
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