-68.6%
QXO vs ALHC
-31.6%
-37.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.8% |
| 7D | -3.9% | -4.1% | +0.3% | -3.5% |
| 30D | -17.4% | -5.4% | -11.9% | -17.0% |
| 3M | -22.5% | -32.1% | +9.6% | -20.2% |
| 6M | -41.4% | -28.5% | -12.9% | -40.4% |
| YTD | -34.1% | -34.0% | -0.1% | -32.6% |
| 1Y | -40.8% | -20.9% | -19.9% | -40.4% |
| 3Y | -43.9% | +151.5% | -195.5% | -52.5% |
| 5Y | -69.6% | -28.8% | -40.7% | -71.3% |
| All | -68.6% | -31.6% | -37.0% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling