-67.5%
W vs ALHC
-61.5%
-6.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.8% |
| 7D | -3.6% | +1.0% | -4.6% | -3.7% |
| 30D | +7.0% | -14.2% | +21.1% | +10.3% |
| 3M | +7.4% | -45.1% | +52.5% | +21.2% |
| 6M | +69.3% | -59.5% | +128.8% | +100.0% |
| YTD | +11.3% | -62.8% | +74.1% | +32.3% |
| 1Y | +13.2% | -55.5% | +68.7% | +28.3% |
| 3Y | +142.0% | +25.7% | +116.3% | +71.5% |
| 5Y | -54.6% | -66.8% | +12.2% | -61.3% |
| All | -67.5% | -61.5% | -6.0% | -74.1% |
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 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