+3.5%
EXC vs ALHC
-56.7%
+60.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.9% |
| 7D | -1.2% | +1.0% | -2.1% | -1.2% |
| 30D | +10.0% | -14.2% | +24.1% | +10.2% |
| 3M | +1.6% | -45.1% | +46.8% | +2.5% |
| 6M | +3.3% | -59.5% | +62.8% | +3.3% |
| YTD | +7.6% | -62.8% | +70.4% | +7.1% |
| 1Y | +3.5% | -55.5% | +59.0% | +4.0% |
| All | +3.5% | -56.7% | +60.2% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling