-70.8%
QXO vs ALHC
-31.9%
-38.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.1% |
| 7D | -8.7% | -5.8% | -2.9% | -8.2% |
| 30D | -21.0% | -3.3% | -17.6% | -20.8% |
| 3M | -18.4% | -37.9% | +19.5% | -15.4% |
| 6M | -43.0% | -29.5% | -13.5% | -42.0% |
| YTD | -36.3% | -35.4% | -0.9% | -34.8% |
| 1Y | -42.8% | -22.4% | -20.4% | -42.3% |
| 3Y | -45.8% | +146.3% | -192.1% | -53.4% |
| 5Y | -70.8% | -32.0% | -38.8% | -72.5% |
| All | -70.8% | -31.9% | -38.9% | -72.5% |
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 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