+81.4%
QQQ vs ALHC
+30.0%
+51.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.8% |
| 7D | -1.5% | +3.8% | -5.3% | -1.6% |
| 30D | -10.2% | +1.7% | -11.8% | -10.2% |
| 3M | -6.3% | -44.3% | +38.0% | -5.7% |
| 6M | -4.9% | -57.2% | +52.3% | -4.0% |
| YTD | +10.2% | -61.2% | +71.4% | +11.3% |
| 1Y | +8.8% | -53.2% | +62.0% | +9.4% |
| 3Y | +81.4% | +27.8% | +53.5% | +72.8% |
| All | +81.4% | +30.0% | +51.4% | +72.8% |
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