+35.2%
QSR vs ALHC
-33.0%
+68.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -4.7% | -5.8% | +1.1% | -4.4% |
| 30D | +4.3% | -3.3% | +7.6% | +4.5% |
| 3M | +5.4% | -37.9% | +43.4% | +7.9% |
| 6M | +8.2% | -29.5% | +37.7% | +9.2% |
| YTD | +14.1% | -35.4% | +49.5% | +15.7% |
| 1Y | +28.1% | -22.4% | +50.5% | +28.1% |
| 3Y | +25.3% | +146.3% | -121.1% | +12.3% |
| 5Y | +40.4% | -32.0% | +72.4% | +27.6% |
| All | +35.2% | -33.0% | +68.2% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling