-18.6%
QS vs ALHC
+141.7%
-160.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | -8.1% | -6.3% | -1.7% | -7.5% |
| 3M | -27.0% | -12.3% | -14.7% | -26.4% |
| 6M | -16.4% | -27.0% | +10.6% | -14.5% |
| YTD | -46.4% | -31.8% | -14.5% | -44.8% |
| 1Y | -41.1% | -17.0% | -24.1% | -40.9% |
| 3Y | -18.6% | +159.8% | -178.5% | -44.2% |
| All | -18.6% | +141.7% | -160.3% | -44.2% |
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