+49.3%
EXPE vs ALHC
-59.6%
+108.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -17.8% | -5.5% | -12.2% | -17.4% |
| 30D | -3.2% | -4.9% | +1.7% | -2.9% |
| 3M | -19.0% | -41.7% | +22.8% | -16.1% |
| 6M | +17.7% | -55.2% | +72.9% | +23.0% |
| YTD | -7.8% | -61.1% | +53.3% | -3.0% |
| 1Y | -1.4% | -53.3% | +52.0% | +2.2% |
| 3Y | +121.9% | +28.2% | +93.8% | +100.2% |
| 5Y | +44.3% | -65.8% | +110.1% | +40.6% |
| All | +49.3% | -59.6% | +108.9% | +42.0% |
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