+49.0%
EXPE vs ALHC
-61.5%
+110.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -4.6% |
| 7D | -9.3% | +1.0% | -10.3% | -9.3% |
| 30D | +0.1% | -14.2% | +14.3% | +1.2% |
| 3M | -15.3% | -45.1% | +29.8% | -12.0% |
| 6M | +5.5% | -59.5% | +65.0% | +11.2% |
| YTD | -8.0% | -62.8% | +54.9% | -2.8% |
| 1Y | +18.9% | -55.5% | +74.4% | +23.6% |
| 3Y | +135.5% | +25.7% | +109.9% | +112.4% |
| 5Y | +44.3% | -66.8% | +111.1% | +41.0% |
| All | +49.0% | -61.5% | +110.4% | +42.2% |
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