-21.8%
ALHC vs EXEL
+168.2%
-190.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.6% | +8.4% | -9.0% | -2.1% |
| 30D | -1.0% | +4.1% | -5.1% | -1.9% |
| 3M | -10.2% | +12.4% | -22.6% | -11.9% |
| 6M | -28.3% | +41.5% | -69.8% | -32.4% |
| YTD | -31.4% | +34.6% | -66.1% | -35.0% |
| 1Y | -16.9% | +57.9% | -74.8% | -23.8% |
| 3Y | +135.5% | +159.5% | -24.0% | +85.3% |
| 5Y | -33.6% | +198.5% | -232.1% | -51.1% |
| All | -21.8% | +168.2% | -190.0% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling