+47.6%
EXC vs ALHC
-33.5%
+81.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | -3.7% | -1.0% | -2.7% | -3.7% |
| 3M | -1.3% | -10.2% | +8.9% | -1.4% |
| 6M | -9.7% | -28.3% | +18.6% | -9.2% |
| YTD | +2.9% | -31.4% | +34.3% | +3.6% |
| 1Y | +4.4% | -16.9% | +21.3% | +4.1% |
| 3Y | +22.2% | +135.5% | -113.3% | +14.3% |
| All | +47.6% | -33.5% | +81.1% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling