+132.0%
WMT vs ALHC
+28.2%
+103.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.7% | -5.5% | +2.8% | -2.8% |
| 30D | +11.1% | -4.9% | +16.1% | +11.1% |
| 3M | +11.2% | -41.7% | +53.0% | +10.7% |
| 6M | -1.3% | -55.2% | +53.9% | -2.2% |
| YTD | +13.5% | -61.1% | +74.6% | +12.5% |
| 1Y | +22.5% | -53.3% | +75.9% | +21.6% |
| All | +132.0% | +28.2% | +103.9% | +120.3% |
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