+184.8%
SOXL vs ALHC
-27.5%
+212.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.9% |
| 7D | +18.4% | -4.1% | +22.5% | +19.5% |
| 30D | -3.2% | -5.4% | +2.3% | -2.0% |
| 3M | -37.6% | -32.1% | -5.5% | -32.7% |
| 6M | +136.1% | -28.5% | +164.6% | +142.9% |
| YTD | +199.5% | -34.0% | +233.5% | +215.6% |
| 1Y | +363.2% | -20.9% | +384.2% | +362.3% |
| 3Y | +496.5% | +151.5% | +344.9% | +210.8% |
| 5Y | +184.8% | -28.8% | +213.7% | +105.0% |
| All | +184.8% | -27.5% | +212.3% | +105.0% |
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