+57.8%
EXPE vs ALHC
-29.3%
+87.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.8% |
| 7D | -9.8% | -1.0% | -8.8% | -9.7% |
| 30D | -11.5% | -6.3% | -5.2% | -11.1% |
| 3M | +21.7% | -12.3% | +34.0% | +21.8% |
| 6M | +10.4% | -27.0% | +37.4% | +11.7% |
| YTD | -2.5% | -31.8% | +29.3% | -1.1% |
| 1Y | +27.3% | -17.0% | +44.4% | +27.0% |
| 3Y | +153.5% | +159.8% | -6.3% | +113.3% |
| 5Y | +91.1% | -25.1% | +116.2% | +77.7% |
| All | +57.8% | -29.3% | +87.1% | +44.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling