-88.3%
QS vs ALHC
-33.0%
-55.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -5.0% | -5.8% | +0.8% | -3.6% |
| 30D | -18.3% | -3.3% | -15.0% | -17.7% |
| 3M | -26.0% | -37.9% | +11.9% | -18.2% |
| 6M | -24.0% | -29.5% | +5.5% | -20.7% |
| YTD | -50.3% | -35.4% | -14.9% | -47.2% |
| 1Y | -38.0% | -22.4% | -15.5% | -37.6% |
| 3Y | -24.6% | +146.3% | -170.9% | -55.0% |
| 5Y | -75.4% | -32.0% | -43.4% | -81.3% |
| All | -88.3% | -33.0% | -55.3% | -92.0% |
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