-22.0%
QID vs ALHC
-51.4%
+29.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.1% | -12.0% | -1.6% |
| 7D | +9.8% | -0.5% | +10.3% | +9.9% |
| 30D | +18.9% | -4.2% | +23.1% | +19.0% |
| 3M | +9.6% | -39.8% | +49.4% | +9.6% |
| 6M | -7.8% | -57.7% | +49.9% | -9.8% |
| YTD | -23.3% | -58.8% | +35.5% | -22.1% |
| 1Y | -22.0% | -52.4% | +30.3% | -14.8% |
| All | -22.0% | -51.4% | +29.4% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling