-74.6%
QID vs ALHC
+140.1%
-214.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | 0.0% | -1.0% | +1.0% | 0.0% |
| 3M | +3.7% | -10.2% | +13.9% | +3.7% |
| 6M | -29.9% | -28.3% | -1.6% | -30.3% |
| YTD | -28.8% | -31.4% | +2.7% | -29.3% |
| 1Y | -37.2% | -16.9% | -20.2% | -37.0% |
| All | -74.6% | +140.1% | -214.6% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling