+14.1%
QLD vs ALHC
-55.7%
+69.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.4% |
| 7D | +7.0% | +0.3% | +6.7% | +7.0% |
| 30D | -14.3% | -10.6% | -3.7% | -14.1% |
| 3M | -16.0% | -45.3% | +29.3% | -15.8% |
| 6M | -14.2% | -59.7% | +45.5% | -12.7% |
| YTD | +12.8% | -62.7% | +75.5% | +11.8% |
| 1Y | +14.1% | -56.1% | +70.2% | +5.4% |
| All | +14.1% | -55.7% | +69.7% | +5.4% |
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 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