+70.8%
EXC vs ALHC
-28.9%
+99.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 1Y | +4.4% | -16.9% | +21.3% | +4.1% |
| 3Y | +22.2% | +135.5% | -113.3% | +15.4% |
| 5Y | +46.7% | -33.6% | +80.3% | +42.1% |
| All | +70.8% | -28.9% | +99.7% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling