-52.4%
ALHC vs EXR
+28.1%
-80.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +3.1% | +7.1% | +8.6% |
| 7D | -0.5% | +11.3% | -11.7% | -5.7% |
| 30D | -4.2% | +21.2% | -25.4% | -13.5% |
| 3M | -39.8% | +8.7% | -48.5% | -42.1% |
| 6M | -57.7% | +18.2% | -75.9% | -61.1% |
| YTD | -58.8% | +27.9% | -86.7% | -63.3% |
| 1Y | -52.4% | +28.3% | -80.7% | -57.4% |
| All | -52.4% | +28.1% | -80.4% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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