-46.2%
QXO vs ALHC
+143.4%
-189.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | -7.8% | -6.9% | -0.9% | -7.4% |
| 30D | -18.1% | -6.7% | -11.4% | -17.7% |
| 3M | -25.8% | -37.7% | +11.9% | -23.8% |
| 6M | -41.7% | -30.0% | -11.7% | -41.0% |
| YTD | -36.2% | -36.2% | 0.0% | -35.1% |
| 1Y | -42.1% | -22.9% | -19.2% | -41.5% |
| 3Y | -46.2% | +138.4% | -184.5% | -47.8% |
| All | -46.2% | +143.4% | -189.6% | -47.8% |
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