-69.4%
U vs ALHC
-33.5%
-35.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | +17.5% | -1.0% | +18.5% | +17.4% |
| 3M | +38.7% | -10.2% | +48.9% | +37.6% |
| 6M | +104.4% | -28.3% | +132.7% | +112.5% |
| YTD | -5.7% | -31.4% | +25.8% | -1.1% |
| 1Y | +3.7% | -16.9% | +20.6% | +1.6% |
| 3Y | +12.3% | +135.5% | -123.2% | -37.9% |
| All | -69.4% | -33.5% | -35.9% | -77.1% |
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