-66.0%
W vs ALHC
-61.8%
-4.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.5% | +4.8% |
| 7D | +3.3% | +3.9% | -0.6% | +2.5% |
| 30D | +10.5% | -3.6% | +14.2% | +11.4% |
| 3M | +9.6% | -49.4% | +59.0% | +26.1% |
| 6M | +76.4% | -59.5% | +135.8% | +108.2% |
| YTD | +16.4% | -63.2% | +79.6% | +38.7% |
| 1Y | +9.3% | -55.5% | +64.8% | +23.9% |
| 3Y | +172.8% | +23.0% | +149.8% | +94.5% |
| 5Y | -53.4% | -65.7% | +12.4% | -60.1% |
| All | -66.0% | -61.8% | -4.2% | -72.9% |
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