+93.2%
EXPD vs ALHC
-60.6%
+153.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +0.7% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | +0.3% | -9.6% | +9.9% | +0.7% |
| 3M | +6.1% | -44.5% | +50.6% | +8.6% |
| 6M | +27.4% | -59.2% | +86.6% | +31.6% |
| YTD | +32.0% | -62.0% | +94.0% | +36.6% |
| 1Y | +40.5% | -54.8% | +95.4% | +44.1% |
| 3Y | +75.7% | +25.0% | +50.7% | +64.9% |
| 5Y | +61.7% | -65.3% | +127.0% | +54.3% |
| All | +93.2% | -60.6% | +153.8% | +79.2% |
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 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