+95.8%
ORCL vs ALHC
-60.6%
+156.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.0% |
| 7D | +10.4% | -0.8% | +11.2% | +10.4% |
| 30D | -11.2% | -9.6% | -1.6% | -11.2% |
| 3M | -16.8% | -44.5% | +27.8% | -16.4% |
| 6M | -31.5% | -59.2% | +27.7% | -30.9% |
| YTD | -33.9% | -62.0% | +28.1% | -33.4% |
| 1Y | -43.3% | -54.8% | +11.6% | -43.1% |
| 3Y | +16.5% | +25.0% | -8.5% | +10.0% |
| 5Y | +45.4% | -65.3% | +110.7% | +39.2% |
| All | +95.8% | -60.6% | +156.5% | +83.6% |
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