+48.9%
EXPE vs ALHC
-61.8%
+110.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -13.3% | +3.9% | -17.2% | -13.4% |
| 30D | -5.5% | -3.6% | -1.8% | -5.2% |
| 3M | -16.5% | -49.4% | +32.9% | -12.6% |
| 6M | +13.1% | -59.5% | +72.5% | +19.2% |
| YTD | -8.0% | -63.2% | +55.2% | -2.8% |
| 1Y | +1.1% | -55.5% | +56.6% | +5.1% |
| 3Y | +131.2% | +23.0% | +108.1% | +109.0% |
| 5Y | +39.8% | -65.7% | +105.5% | +36.5% |
| All | +48.9% | -61.8% | +110.7% | +42.3% |
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