+44.5%
YUM vs ALHC
-33.8%
+78.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -6.1% | -6.9% | +0.8% | -5.7% |
| 30D | -5.8% | -6.7% | +0.9% | -5.5% |
| 3M | -7.6% | -37.7% | +30.1% | -5.7% |
| 6M | -9.1% | -30.0% | +20.8% | -8.1% |
| YTD | -5.5% | -36.2% | +30.6% | -4.2% |
| 1Y | -3.7% | -22.9% | +19.2% | -3.3% |
| 3Y | +17.8% | +138.4% | -120.6% | +9.4% |
| 5Y | +19.3% | -32.8% | +52.0% | +12.8% |
| All | +44.5% | -33.8% | +78.3% | +38.5% |
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