-68.4%
U vs ALHC
-64.2%
-4.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +6.3% |
| 7D | +36.6% | +1.0% | +35.6% | +35.5% |
| 30D | +13.3% | -14.2% | +27.5% | +16.7% |
| 3M | +26.2% | -45.1% | +71.3% | +45.0% |
| 6M | +88.7% | -59.5% | +148.3% | +126.8% |
| YTD | +16.6% | -62.8% | +79.4% | +41.5% |
| 1Y | +29.0% | -55.5% | +84.4% | +46.8% |
| 3Y | +99.5% | +25.7% | +73.8% | +27.9% |
| All | -68.4% | -64.2% | -4.2% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling