+35.5%
ORCL vs ALHC
-62.5%
+98.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.2% |
| 7D | +0.5% | +3.9% | -3.4% | +0.4% |
| 30D | -15.3% | -3.6% | -11.6% | -15.2% |
| 3M | -18.2% | -49.4% | +31.2% | -17.7% |
| 6M | -38.4% | -59.5% | +21.0% | -37.8% |
| YTD | -37.7% | -63.2% | +25.5% | -37.1% |
| 1Y | -49.3% | -55.5% | +6.2% | -49.1% |
| 3Y | +10.6% | +23.0% | -12.4% | +3.0% |
| 5Y | +35.5% | -65.7% | +101.2% | +36.9% |
| All | +35.5% | -62.5% | +98.0% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling