+62.6%
QLD vs ALHC
-62.4%
+125.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.1% | -5.6% | -11.7% |
| 7D | -18.6% | -6.2% | -12.4% | -17.8% |
| 30D | -28.3% | -9.7% | -18.6% | -27.4% |
| 3M | -20.4% | -44.7% | +24.4% | -14.4% |
| 6M | -14.3% | -58.7% | +44.4% | -5.8% |
| YTD | +2.8% | -61.7% | +64.5% | +13.2% |
| 1Y | -1.2% | -55.7% | +54.5% | +5.9% |
| 3Y | +135.3% | +25.6% | +109.7% | +85.8% |
| 5Y | +62.6% | -65.8% | +128.4% | +47.5% |
| All | +62.6% | -62.4% | +125.0% | +47.5% |
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