+125.6%
QQQ vs ALHC
-59.6%
+185.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.3% |
| 7D | -0.2% | -5.5% | +5.3% | +0.2% |
| 30D | -7.5% | -4.9% | -2.5% | -7.2% |
| 3M | -3.8% | -41.7% | +37.9% | -0.8% |
| 6M | -3.0% | -55.2% | +52.2% | +1.0% |
| YTD | +12.8% | -61.1% | +73.8% | +18.1% |
| 1Y | +11.6% | -53.3% | +64.9% | +15.1% |
| 3Y | +85.6% | +28.2% | +57.4% | +66.9% |
| 5Y | +82.1% | -65.8% | +147.9% | +74.1% |
| All | +125.6% | -59.6% | +185.2% | +108.7% |
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