-42.6%
ALHC vs SOXQ
+283.8%
-326.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.8% |
| 7D | -0.6% | +2.3% | -2.9% | -1.1% |
| 30D | -1.0% | -2.3% | +1.2% | -0.6% |
| 3M | -10.2% | -13.8% | +3.6% | -8.4% |
| 6M | -28.3% | +48.6% | -76.9% | -38.1% |
| YTD | -31.4% | +66.0% | -97.4% | -42.8% |
| 1Y | -16.9% | +107.9% | -124.8% | -35.5% |
| 3Y | +135.5% | +224.1% | -88.7% | +39.9% |
| 5Y | -33.6% | +256.6% | -290.2% | -61.9% |
| All | -42.6% | +283.8% | -326.4% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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