-55.9%
W vs ALHC
-66.2%
+10.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | +6.8% | -10.6% | +17.4% | +9.7% |
| 3M | +10.7% | -45.3% | +56.0% | +26.6% |
| 6M | +86.3% | -59.7% | +146.1% | +124.2% |
| YTD | +11.5% | -62.7% | +74.2% | +34.7% |
| 1Y | +5.1% | -56.1% | +61.2% | +20.9% |
| 3Y | +171.0% | +21.3% | +149.7% | +79.3% |
| All | -55.9% | -66.2% | +10.4% | -54.7% |
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