+135.9%
OXY vs ALHC
-33.0%
+168.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | -0.2% |
| 7D | +0.9% | -5.8% | +6.7% | +1.0% |
| 30D | +3.6% | -3.3% | +6.9% | +3.6% |
| 3M | +7.1% | -37.9% | +45.0% | +7.5% |
| 6M | +15.7% | -29.5% | +45.2% | +15.7% |
| YTD | +50.1% | -35.4% | +85.5% | +50.4% |
| 1Y | +34.1% | -22.4% | +56.5% | +33.6% |
| 3Y | -1.5% | +146.3% | -147.8% | -8.3% |
| 5Y | +162.0% | -32.0% | +194.0% | +148.6% |
| All | +135.9% | -33.0% | +168.9% | +115.7% |
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