-85.8%
QID vs ALHC
-59.7%
-26.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +2.1% |
| 7D | +1.8% | +3.8% | -2.0% | +2.5% |
| 30D | +21.6% | +1.7% | +20.0% | +22.4% |
| 3M | +12.6% | -44.3% | +57.0% | +5.2% |
| 6M | +6.9% | -57.2% | +64.1% | -2.7% |
| YTD | -20.5% | -61.2% | +40.6% | -28.1% |
| 1Y | -18.1% | -53.2% | +35.1% | -23.4% |
| 3Y | -70.7% | +27.8% | -98.5% | -64.3% |
| 5Y | -77.2% | -65.4% | -11.9% | -74.2% |
| All | -85.8% | -59.7% | -26.0% | -82.7% |
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