+71.3%
EXPE vs ALHC
-28.9%
+100.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -9.5% | -0.6% | -8.9% | -9.5% |
| 30D | -6.6% | -1.0% | -5.6% | -6.6% |
| 3M | +31.4% | -10.2% | +41.5% | +31.3% |
| 6M | +35.2% | -28.3% | +63.5% | +36.9% |
| YTD | +5.8% | -31.4% | +37.2% | +7.4% |
| 1Y | +38.7% | -16.9% | +55.6% | +38.3% |
| 3Y | +175.8% | +135.5% | +40.3% | +135.8% |
| 5Y | +111.8% | -33.6% | +145.5% | +98.0% |
| All | +71.3% | -28.9% | +100.2% | +57.1% |
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