-38.8%
QS vs ALHC
-19.3%
-19.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.4% | -6.4% |
| 7D | -4.2% | -4.1% | -0.1% | -4.0% |
| 30D | -15.7% | -5.4% | -10.2% | -15.4% |
| 3M | -28.7% | -32.1% | +3.4% | -26.6% |
| 6M | -23.2% | -28.5% | +5.2% | -20.6% |
| YTD | -49.9% | -34.0% | -15.9% | -47.6% |
| 1Y | -38.8% | -20.9% | -17.9% | -30.5% |
| All | -38.8% | -19.3% | -19.5% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling