+42.3%
QSR vs ALHC
-27.5%
+69.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.4% |
| 7D | -2.4% | -4.1% | +1.8% | -2.1% |
| 30D | +5.7% | -5.4% | +11.1% | +6.1% |
| 3M | +6.9% | -32.1% | +39.1% | +9.1% |
| 6M | +6.9% | -28.5% | +35.4% | +8.0% |
| YTD | +14.9% | -34.0% | +48.9% | +16.5% |
| 1Y | +29.1% | -20.9% | +50.0% | +28.9% |
| 3Y | +26.1% | +151.5% | -125.4% | +10.4% |
| 5Y | +42.3% | -28.8% | +71.1% | +28.4% |
| All | +42.3% | -27.5% | +69.8% | +28.4% |
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