-71.1%
W vs ALHC
-28.9%
-42.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +37.2% |
| 6M | +26.3% | -28.3% | +54.6% | +31.4% |
| YTD | -1.0% | -31.4% | +30.5% | +3.8% |
| 1Y | +20.1% | -16.9% | +37.0% | +19.3% |
| 3Y | +37.8% | +135.5% | -97.7% | -16.2% |
| 5Y | -63.7% | -33.6% | -30.0% | -72.8% |
| All | -71.1% | -28.9% | -42.1% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling