+16.7%
U vs ALHC
-52.7%
+69.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.3% |
| 7D | +24.4% | +3.8% | +20.6% | +23.9% |
| 30D | +7.4% | +1.7% | +5.7% | +7.0% |
| 3M | +16.8% | -44.3% | +61.1% | +19.1% |
| 6M | +78.8% | -57.2% | +136.0% | +87.9% |
| YTD | +14.0% | -61.2% | +75.1% | +19.2% |
| 1Y | +16.7% | -53.2% | +69.9% | +12.2% |
| All | +16.7% | -52.7% | +69.4% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling