+32.9%
W vs ALHC
+136.3%
-103.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | -7.6% | -1.0% | -6.5% | -7.5% |
| 3M | +37.2% | -10.2% | +47.3% | +37.7% |
| 6M | +26.3% | -28.3% | +54.6% | +29.0% |
| YTD | -1.0% | -31.4% | +30.5% | +1.7% |
| 1Y | +20.1% | -16.9% | +37.0% | +20.6% |
| All | +32.9% | +136.3% | -103.4% | +4.6% |
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