+127.7%
OXY vs ALHC
-61.4%
+189.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.6% |
| 7D | +4.2% | +0.3% | +3.9% | +4.2% |
| 30D | -4.3% | -10.6% | +6.2% | -4.2% |
| 3M | +2.3% | -45.3% | +47.6% | +2.7% |
| 6M | +5.5% | -59.7% | +65.3% | +6.1% |
| YTD | +44.9% | -62.7% | +107.6% | +45.7% |
| 1Y | +42.6% | -56.1% | +98.7% | +42.8% |
| 3Y | +0.7% | +21.3% | -20.5% | -4.6% |
| 5Y | +96.9% | -66.0% | +162.8% | +88.7% |
| All | +127.7% | -61.4% | +189.0% | +109.0% |
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