+62.8%
EXPD vs ALHC
-33.5%
+96.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | +4.1% | -1.0% | +5.1% | +4.1% |
| 3M | +17.9% | -10.2% | +28.1% | +17.9% |
| 6M | +29.2% | -28.3% | +57.5% | +30.4% |
| YTD | +27.4% | -31.4% | +58.8% | +28.7% |
| 1Y | +56.8% | -16.9% | +73.8% | +56.7% |
| 3Y | +68.0% | +135.5% | -67.4% | +51.1% |
| All | +62.8% | -33.5% | +96.3% | +48.7% |
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