+78.5%
EXC vs ALHC
-59.6%
+138.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.4% | -5.5% | +4.2% | -1.2% |
| 30D | +8.3% | -4.9% | +13.2% | +8.4% |
| 3M | +2.6% | -41.7% | +44.4% | +4.3% |
| 6M | +5.2% | -55.2% | +60.4% | +7.4% |
| YTD | +7.5% | -61.1% | +68.6% | +10.1% |
| 1Y | +3.2% | -53.3% | +56.5% | +4.8% |
| 3Y | +29.5% | +28.2% | +1.4% | +24.9% |
| 5Y | +39.7% | -65.8% | +105.4% | +37.8% |
| All | +78.5% | -59.6% | +138.1% | +74.6% |
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