+50.0%
EXPE vs ALHC
-60.6%
+110.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -4.2% | -0.8% | -3.4% | -4.2% |
| 30D | -4.5% | -9.6% | +5.1% | -3.8% |
| 3M | -19.7% | -44.5% | +24.8% | -16.6% |
| 6M | +18.3% | -59.2% | +77.5% | +24.6% |
| YTD | -7.3% | -62.0% | +54.7% | -2.3% |
| 1Y | -3.9% | -54.8% | +50.9% | -0.2% |
| 3Y | +123.0% | +25.0% | +98.0% | +101.5% |
| 5Y | +47.9% | -65.3% | +113.3% | +44.2% |
| All | +50.0% | -60.6% | +110.6% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling