-86.0%
QID vs ALHC
-61.4%
-24.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.4% |
| 7D | -7.1% | +0.3% | -7.4% | -7.1% |
| 30D | +12.6% | -10.6% | +23.2% | +11.4% |
| 3M | +14.2% | -45.3% | +59.6% | +6.5% |
| 6M | +6.2% | -59.7% | +65.9% | -4.2% |
| YTD | -21.8% | -62.7% | +40.9% | -29.6% |
| 1Y | -23.1% | -56.1% | +33.0% | -28.8% |
| 3Y | -71.3% | +21.3% | -92.6% | -65.4% |
| 5Y | -77.0% | -66.0% | -11.0% | -74.0% |
| All | -86.0% | -61.4% | -24.6% | -83.1% |
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