+67.2%
QLD vs ALHC
-64.2%
+131.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +3.0% |
| 7D | -10.3% | +1.0% | -11.2% | -10.3% |
| 30D | -26.1% | -14.2% | -11.9% | -24.6% |
| 3M | -17.8% | -45.1% | +27.4% | -11.5% |
| 6M | -15.6% | -59.5% | +44.0% | -7.0% |
| YTD | +5.4% | -62.8% | +68.2% | +16.6% |
| 1Y | +5.2% | -55.5% | +60.7% | +12.6% |
| 3Y | +139.4% | +25.7% | +113.8% | +87.7% |
| All | +67.2% | -64.2% | +131.3% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling