+179.2%
QLD vs ALHC
-61.4%
+240.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | +7.0% | +0.3% | +6.7% | +6.9% |
| 30D | -14.3% | -10.6% | -3.7% | -13.0% |
| 3M | -16.0% | -45.3% | +29.3% | -9.7% |
| 6M | -14.2% | -59.7% | +45.5% | -5.6% |
| YTD | +12.8% | -62.7% | +75.5% | +24.4% |
| 1Y | +14.1% | -56.1% | +70.2% | +22.2% |
| 3Y | +146.0% | +21.3% | +124.7% | +99.4% |
| 5Y | +82.0% | -66.0% | +148.0% | +68.7% |
| All | +179.2% | -61.4% | +240.6% | +143.1% |
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