+177.1%
W vs ALHC
+28.2%
+148.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -7.4% | -5.5% | -1.9% | -6.8% |
| 30D | +7.8% | -4.9% | +12.8% | +8.4% |
| 3M | +10.9% | -41.7% | +52.6% | +16.3% |
| 6M | +86.4% | -55.2% | +141.6% | +99.4% |
| YTD | +14.0% | -61.1% | +75.0% | +23.1% |
| 1Y | +3.5% | -53.3% | +56.9% | +9.7% |
| All | +177.1% | +28.2% | +148.9% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling