+82.3%
EXPD vs ALHC
-61.5%
+143.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -2.1% |
| 7D | -7.2% | +1.0% | -8.1% | -7.2% |
| 30D | -3.3% | -14.2% | +10.9% | -2.7% |
| 3M | +3.4% | -45.1% | +48.5% | +5.9% |
| 6M | +22.7% | -59.5% | +82.2% | +26.9% |
| YTD | +24.5% | -62.8% | +87.4% | +29.0% |
| 1Y | +38.6% | -55.5% | +94.1% | +42.2% |
| 3Y | +71.5% | +25.7% | +45.8% | +60.8% |
| 5Y | +56.2% | -66.8% | +123.0% | +49.2% |
| All | +82.3% | -61.5% | +143.7% | +69.3% |
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