-21.8%
ALHC vs XPO
+362.7%
-384.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.8% |
| 7D | -0.6% | +2.4% | -3.0% | -1.0% |
| 30D | -1.0% | -3.5% | +2.5% | -0.5% |
| 3M | -10.2% | -11.9% | +1.8% | -8.7% |
| 6M | -28.3% | -10.0% | -18.3% | -27.7% |
| YTD | -31.4% | +42.1% | -73.5% | -36.7% |
| 1Y | -16.9% | +47.6% | -64.5% | -24.2% |
| 3Y | +135.5% | +153.6% | -18.1% | +79.1% |
| 5Y | -33.6% | +266.5% | -300.1% | -59.7% |
| All | -21.8% | +362.7% | -384.5% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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