+216.6%
SOXL vs ALHC
-33.0%
+249.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.1% | -6.0% | -7.5% |
| 7D | +8.5% | -5.8% | +14.2% | +10.1% |
| 30D | -13.0% | -3.3% | -9.6% | -12.3% |
| 3M | -35.9% | -37.9% | +2.0% | -29.0% |
| 6M | +112.1% | -29.5% | +141.6% | +119.2% |
| YTD | +175.4% | -35.4% | +210.8% | +192.1% |
| 1Y | +304.9% | -22.4% | +327.3% | +306.3% |
| 3Y | +448.6% | +146.3% | +302.2% | +191.5% |
| 5Y | +156.1% | -32.0% | +188.1% | +100.3% |
| All | +216.6% | -33.0% | +249.6% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling