+59.6%
SOXL vs ALHC
-61.4%
+121.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.9% | -9.1% | -10.5% |
| 7D | +26.9% | +0.3% | +26.6% | +26.7% |
| 30D | -47.2% | -10.6% | -36.7% | -45.1% |
| 3M | -59.9% | -45.3% | -14.5% | -54.0% |
| 6M | -68.3% | -59.7% | -8.6% | -62.3% |
| YTD | +38.8% | -62.7% | +101.6% | +66.7% |
| 1Y | +48.8% | -56.1% | +104.9% | +70.0% |
| 3Y | +196.5% | +21.3% | +175.2% | +98.8% |
| 5Y | -5.0% | -66.0% | +60.9% | -11.7% |
| All | +59.6% | -61.4% | +121.0% | +23.5% |
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 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