+153.1%
ORLY vs ALHC
-33.0%
+186.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -2.1% | -5.8% | +3.7% | -2.0% |
| 30D | -7.6% | -3.3% | -4.3% | -7.5% |
| 3M | -5.5% | -37.9% | +32.5% | -4.2% |
| 6M | -9.7% | -29.5% | +19.8% | -9.1% |
| YTD | -6.2% | -35.4% | +29.1% | -5.5% |
| 1Y | -18.6% | -22.4% | +3.8% | -18.5% |
| 3Y | +33.8% | +146.3% | -112.5% | +26.4% |
| 5Y | +116.5% | -32.0% | +148.5% | +107.1% |
| All | +153.1% | -33.0% | +186.1% | +142.4% |
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