+25.7%
ALHC vs EXEL
+231.1%
-205.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.0% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | -14.2% | +19.0% | -33.2% | -15.1% |
| 3M | -45.1% | +33.3% | -78.4% | -46.2% |
| 6M | -59.5% | +42.9% | -102.4% | -60.2% |
| YTD | -62.8% | +58.7% | -121.6% | -63.4% |
| 1Y | -55.5% | +70.5% | -126.0% | -56.2% |
| 3Y | +25.7% | +233.8% | -208.1% | +33.4% |
| All | +25.7% | +231.1% | -205.4% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling