+129.7%
WMT vs ALHC
-30.5%
+160.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | -5.0% | -6.3% | +1.4% | -4.9% |
| 3M | -11.3% | -12.3% | +1.0% | -11.4% |
| 6M | -13.8% | -27.0% | +13.2% | -13.7% |
| YTD | -4.2% | -31.8% | +27.6% | -4.1% |
| 1Y | +4.6% | -17.0% | +21.6% | +4.3% |
| 3Y | +100.5% | +159.8% | -59.4% | +90.6% |
| 5Y | +129.7% | -25.1% | +154.8% | +122.4% |
| All | +129.7% | -30.5% | +160.2% | +122.4% |
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