+43.8%
QLD vs ALHC
-16.6%
+60.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | -0.1% | -1.0% | +0.9% | -0.1% |
| 3M | -8.4% | -10.2% | +1.8% | -8.5% |
| 6M | +32.2% | -28.3% | +60.5% | +32.4% |
| YTD | +28.9% | -31.4% | +60.3% | +28.0% |
| 1Y | +43.8% | -16.9% | +60.8% | +36.6% |
| All | +43.8% | -16.6% | +60.5% | +36.6% |
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