+160.9%
QLD vs ALHC
-61.5%
+222.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +2.9% |
| 7D | -10.3% | +1.0% | -11.2% | -10.3% |
| 30D | -26.1% | -14.2% | -11.9% | -24.7% |
| 3M | -17.8% | -45.1% | +27.4% | -11.6% |
| 6M | -15.6% | -59.5% | +44.0% | -7.2% |
| YTD | +5.4% | -62.8% | +68.2% | +16.3% |
| 1Y | +5.2% | -55.5% | +60.7% | +12.5% |
| 3Y | +139.4% | +25.7% | +113.8% | +92.4% |
| 5Y | +66.7% | -66.8% | +133.5% | +54.9% |
| All | +160.9% | -61.5% | +222.4% | +127.4% |
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 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