+78.6%
EXC vs ALHC
-61.8%
+140.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -1.7% | +3.9% | -5.6% | -1.9% |
| 30D | +9.3% | -3.6% | +13.0% | +9.4% |
| 3M | +1.0% | -49.4% | +50.4% | +3.2% |
| 6M | +5.9% | -59.5% | +65.4% | +8.5% |
| YTD | +7.6% | -63.2% | +70.8% | +10.4% |
| 1Y | +2.4% | -55.5% | +57.9% | +4.2% |
| 3Y | +30.2% | +23.0% | +7.2% | +25.7% |
| 5Y | +41.4% | -65.7% | +107.1% | +39.7% |
| All | +78.6% | -61.8% | +140.5% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling