+78.9%
ORCL vs ALHC
-61.5%
+140.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | -11.2% | +1.0% | -12.1% | -11.1% |
| 30D | -18.8% | -14.2% | -4.7% | -18.7% |
| 3M | -18.8% | -45.1% | +26.4% | -18.4% |
| 6M | -39.7% | -59.5% | +19.8% | -39.2% |
| YTD | -39.6% | -62.8% | +23.2% | -39.1% |
| 1Y | -51.7% | -55.5% | +3.7% | -51.6% |
| 3Y | +10.2% | +25.7% | -15.5% | +3.9% |
| 5Y | +30.8% | -66.8% | +97.6% | +25.3% |
| All | +78.9% | -61.5% | +140.3% | +67.8% |
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