+29.8%
ORCL vs ALHC
-62.4%
+92.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.1% | +0.2% | -6.8% |
| 7D | -17.5% | -6.2% | -11.3% | -17.4% |
| 30D | -20.2% | -9.7% | -10.5% | -20.1% |
| 3M | -19.9% | -44.7% | +24.8% | -19.5% |
| 6M | -37.4% | -58.7% | +21.3% | -36.8% |
| YTD | -40.1% | -61.7% | +21.6% | -39.6% |
| 1Y | -53.4% | -55.7% | +2.3% | -53.2% |
| 3Y | +10.4% | +25.6% | -15.2% | +3.1% |
| 5Y | +29.8% | -65.8% | +95.6% | +26.5% |
| All | +29.8% | -62.4% | +92.2% | +26.5% |
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