+106.2%
V vs ALHC
-61.5%
+167.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | +13.6% | -14.2% | +27.7% | +14.3% |
| 3M | +14.3% | -45.1% | +59.4% | +17.3% |
| 6M | +33.1% | -59.5% | +92.6% | +38.0% |
| YTD | +21.2% | -62.8% | +84.1% | +26.0% |
| 1Y | +26.4% | -55.5% | +81.9% | +30.0% |
| 3Y | +77.6% | +25.7% | +51.9% | +68.6% |
| 5Y | +102.6% | -66.8% | +169.4% | +103.1% |
| All | +106.2% | -61.5% | +167.6% | +102.3% |
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