+139.4%
QLD vs ALHC
+21.9%
+117.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +2.7% |
| 7D | -10.3% | +1.0% | -11.2% | -10.2% |
| 30D | -26.1% | -14.2% | -11.9% | -25.7% |
| 3M | -17.8% | -45.1% | +27.4% | -16.4% |
| 6M | -15.6% | -59.5% | +44.0% | -13.6% |
| YTD | +5.4% | -62.8% | +68.2% | +7.9% |
| 1Y | +5.2% | -55.5% | +60.7% | +6.7% |
| 3Y | +139.4% | +25.7% | +113.8% | +112.4% |
| All | +139.4% | +21.9% | +117.5% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling