+6.7%
SOXL vs ALHC
-65.9%
+72.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | +60.3% | -0.8% | +61.1% | +60.4% |
| 30D | -48.6% | -9.6% | -39.0% | -46.7% |
| 3M | -53.9% | -44.5% | -9.3% | -47.3% |
| 6M | -62.0% | -59.2% | -2.8% | -54.9% |
| YTD | +56.0% | -62.0% | +118.0% | +86.5% |
| 1Y | +50.0% | -54.8% | +104.8% | +69.8% |
| 3Y | +223.8% | +25.0% | +198.8% | +106.8% |
| 5Y | +6.7% | -65.3% | +72.0% | +22.1% |
| All | +6.7% | -65.9% | +72.6% | +22.1% |
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