-0.2%
W vs ALHC
-54.5%
+54.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +3.2% | -9.6% | +12.9% | +4.4% |
| 3M | +8.3% | -44.5% | +52.8% | +14.2% |
| 6M | +84.3% | -59.2% | +143.5% | +101.2% |
| YTD | +11.0% | -62.0% | +73.1% | +16.4% |
| 1Y | -0.2% | -54.8% | +54.6% | -9.1% |
| All | -0.2% | -54.5% | +54.3% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling