+155.2%
WMT vs ALHC
-33.8%
+189.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | 0.0% | -6.9% | +6.9% | +0.1% |
| 30D | -7.4% | -6.7% | -0.7% | -7.3% |
| 3M | -10.9% | -37.7% | +26.8% | -10.5% |
| 6M | -12.7% | -30.0% | +17.3% | -12.6% |
| YTD | -3.2% | -36.2% | +32.9% | -3.0% |
| 1Y | +5.3% | -22.9% | +28.1% | +5.1% |
| 3Y | +101.9% | +138.4% | -36.5% | +94.2% |
| 5Y | +134.6% | -32.8% | +167.3% | +127.3% |
| All | +155.2% | -33.8% | +189.0% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling