+134.7%
QQQ vs ALHC
-28.9%
+163.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | -0.6% | +0.9% | +0.4% |
| 30D | +0.2% | -1.0% | +1.3% | +0.2% |
| 3M | -2.8% | -10.2% | +7.3% | -2.9% |
| 6M | +18.0% | -28.3% | +46.3% | +19.4% |
| YTD | +17.3% | -31.4% | +48.8% | +18.9% |
| 1Y | +25.6% | -16.9% | +42.5% | +25.1% |
| 3Y | +93.7% | +135.5% | -41.7% | +66.4% |
| 5Y | +94.2% | -33.6% | +127.8% | +78.6% |
| All | +134.7% | -28.9% | +163.6% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling