-62.3%
W vs ALHC
-27.5%
-34.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +1.0% |
| 7D | +5.9% | -4.1% | +10.0% | +7.0% |
| 30D | -3.0% | -5.4% | +2.4% | -1.9% |
| 3M | +40.3% | -32.1% | +72.5% | +52.1% |
| 6M | +32.2% | -28.5% | +60.7% | +37.7% |
| YTD | -0.3% | -34.0% | +33.7% | +5.8% |
| 1Y | +16.2% | -20.9% | +37.1% | +16.7% |
| 3Y | +40.7% | +151.5% | -110.8% | -23.5% |
| 5Y | -62.3% | -28.8% | -33.5% | -72.1% |
| All | -62.3% | -27.5% | -34.9% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling