-58.0%
ALHC vs EXEL
+226.1%
-284.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.5% |
| 7D | +3.9% | +2.3% | +1.6% | +3.5% |
| 30D | -3.6% | +19.8% | -23.5% | -6.8% |
| 3M | -49.4% | +32.7% | -82.1% | -52.1% |
| 6M | -59.5% | +49.0% | -108.4% | -62.2% |
| YTD | -63.2% | +63.7% | -126.9% | -66.4% |
| 1Y | -55.5% | +75.8% | -131.3% | -59.9% |
| 3Y | +23.0% | +241.3% | -218.3% | -8.8% |
| 5Y | -65.7% | +289.0% | -354.8% | -75.8% |
| All | -58.0% | +226.1% | -284.1% | -68.6% |
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