-87.6%
QS vs ALHC
-28.9%
-58.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -0.7% | -1.0% | +0.3% | -0.6% |
| 3M | -39.6% | -10.2% | -29.5% | -39.7% |
| 6M | -21.7% | -28.3% | +6.6% | -18.6% |
| YTD | -47.4% | -31.4% | -16.0% | -44.9% |
| 1Y | -28.4% | -16.9% | -11.4% | -29.2% |
| 3Y | -22.6% | +135.5% | -158.1% | -52.6% |
| 5Y | -75.6% | -33.6% | -42.0% | -81.3% |
| All | -87.6% | -28.9% | -58.7% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling