+28.2%
QSR vs ALHC
+141.7%
-113.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +0.1% | -1.0% | +1.0% | +0.1% |
| 30D | +5.9% | -6.3% | +12.3% | +6.2% |
| 3M | +10.5% | -12.3% | +22.8% | +10.2% |
| 6M | +7.7% | -27.0% | +34.7% | +8.2% |
| YTD | +16.8% | -31.8% | +48.6% | +17.4% |
| 1Y | +30.9% | -17.0% | +47.9% | +30.0% |
| 3Y | +28.2% | +159.8% | -131.7% | +15.5% |
| All | +28.2% | +141.7% | -113.5% | +15.5% |
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