-52.4%
ALHC vs EXEL
+92.4%
-144.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +0.6% | +9.5% | +10.0% |
| 7D | -0.5% | +9.8% | -10.3% | -2.7% |
| 30D | -4.2% | +23.6% | -27.9% | -9.4% |
| 3M | -39.8% | +29.9% | -69.7% | -44.0% |
| 6M | -57.7% | +64.7% | -122.4% | -61.4% |
| YTD | -58.8% | +66.0% | -124.8% | -62.6% |
| 1Y | -52.4% | +92.0% | -144.3% | -57.5% |
| All | -52.4% | +92.4% | -144.8% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling