+94.5%
QQQ vs ALHC
-27.5%
+122.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.3% |
| 30D | -0.6% | -5.4% | +4.8% | -0.3% |
| 3M | +1.3% | -32.1% | +33.4% | +3.6% |
| 6M | +18.1% | -28.5% | +46.6% | +19.5% |
| YTD | +16.9% | -34.0% | +50.9% | +18.8% |
| 1Y | +24.0% | -20.9% | +44.9% | +23.9% |
| 3Y | +95.6% | +151.5% | -55.9% | +64.5% |
| 5Y | +94.5% | -28.8% | +123.3% | +75.7% |
| All | +94.5% | -27.5% | +122.0% | +75.7% |
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 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