+186.2%
QLD vs ALHC
-60.6%
+246.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.3% |
| 7D | +12.5% | -0.8% | +13.3% | +12.6% |
| 30D | -15.7% | -9.6% | -6.1% | -14.5% |
| 3M | -11.9% | -44.5% | +32.6% | -5.5% |
| 6M | -10.3% | -59.2% | +48.9% | -1.4% |
| YTD | +15.6% | -62.0% | +77.6% | +27.2% |
| 1Y | +12.1% | -54.8% | +67.0% | +19.6% |
| 3Y | +150.7% | +25.0% | +125.7% | +102.1% |
| 5Y | +86.6% | -65.3% | +151.9% | +72.5% |
| All | +186.2% | -60.6% | +246.9% | +148.6% |
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 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