-66.7%
W vs ALHC
-59.6%
-7.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -7.4% | -5.5% | -1.9% | -6.2% |
| 30D | +7.8% | -4.9% | +12.8% | +8.9% |
| 3M | +10.9% | -41.7% | +52.6% | +23.3% |
| 6M | +86.4% | -55.2% | +141.6% | +114.4% |
| YTD | +14.0% | -61.1% | +75.0% | +33.9% |
| 1Y | +3.5% | -53.3% | +56.9% | +16.0% |
| 3Y | +164.8% | +28.2% | +136.6% | +87.2% |
| 5Y | -53.1% | -65.8% | +12.7% | -60.4% |
| All | -66.7% | -59.6% | -7.1% | -73.8% |
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