-73.0%
QS vs ALHC
-30.5%
-42.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | -8.1% | -6.3% | -1.7% | -6.9% |
| 3M | -27.0% | -12.3% | -14.7% | -26.6% |
| 6M | -16.4% | -27.0% | +10.6% | -13.5% |
| YTD | -46.4% | -31.8% | -14.5% | -43.8% |
| 1Y | -41.1% | -17.0% | -24.1% | -41.8% |
| 3Y | -18.6% | +159.8% | -178.5% | -52.7% |
| 5Y | -73.0% | -25.1% | -47.9% | -82.4% |
| All | -73.0% | -30.5% | -42.6% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling