-55.6%
ALHC vs EXEL
+221.4%
-276.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -5.5% | -2.8% | -2.7% | -5.0% |
| 30D | -4.9% | +18.2% | -23.1% | -7.9% |
| 3M | -41.7% | +37.7% | -79.5% | -45.2% |
| 6M | -55.2% | +42.2% | -97.4% | -57.9% |
| YTD | -61.1% | +61.3% | -122.4% | -64.3% |
| 1Y | -53.3% | +64.5% | -117.8% | -57.4% |
| 3Y | +28.2% | +236.7% | -208.5% | -4.8% |
| 5Y | -65.8% | +296.3% | -362.1% | -75.9% |
| All | -55.6% | +221.4% | -276.9% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling