+118.0%
ORLY vs ALHC
-27.5%
+145.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -1.0% | -4.1% | +3.1% | -0.9% |
| 30D | -6.7% | -5.4% | -1.2% | -6.5% |
| 3M | -3.8% | -32.1% | +28.3% | -2.7% |
| 6M | -9.0% | -28.5% | +19.5% | -8.4% |
| YTD | -5.6% | -34.0% | +28.4% | -4.8% |
| 1Y | -19.5% | -20.9% | +1.4% | -19.4% |
| 3Y | +34.7% | +151.5% | -116.8% | +25.2% |
| 5Y | +118.0% | -28.8% | +146.9% | +110.2% |
| All | +118.0% | -27.5% | +145.5% | +110.2% |
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