-18.1%
QID vs ALHC
-52.7%
+34.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.5% |
| 7D | +1.8% | +3.8% | -2.0% | +1.8% |
| 30D | +21.6% | +1.7% | +20.0% | +21.5% |
| 3M | +12.6% | -44.3% | +57.0% | +12.7% |
| 6M | +6.9% | -57.2% | +64.1% | +5.5% |
| YTD | -20.5% | -61.2% | +40.6% | -19.4% |
| 1Y | -18.1% | -53.2% | +35.1% | -9.7% |
| All | -18.1% | -52.7% | +34.6% | -9.7% |
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 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