+75.5%
EXPD vs ALHC
+25.6%
+49.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.1% | +2.7% | -4.3% |
| 7D | -4.8% | -6.2% | +1.4% | -4.7% |
| 30D | -1.5% | -9.7% | +8.1% | -1.4% |
| 3M | +4.1% | -44.7% | +48.8% | +5.0% |
| 6M | +24.0% | -58.7% | +82.7% | +25.5% |
| YTD | +27.4% | -61.7% | +89.1% | +29.1% |
| 1Y | +38.4% | -55.7% | +94.1% | +39.9% |
| All | +75.5% | +25.6% | +49.9% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling