-29.8%
QS vs ALHC
+25.0%
-54.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.5% | -5.4% | -7.6% |
| 7D | -5.6% | -0.8% | -4.8% | -5.5% |
| 30D | -5.8% | -9.6% | +3.8% | -4.9% |
| 3M | -39.2% | -44.5% | +5.3% | -35.8% |
| 6M | -53.9% | -59.2% | +5.3% | -50.0% |
| YTD | -62.8% | -62.0% | -0.7% | -59.5% |
| 1Y | -73.5% | -54.8% | -18.7% | -71.8% |
| All | -29.8% | +25.0% | -54.8% | -36.3% |
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