+220.7%
SOXL vs ALHC
-28.9%
+249.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | -11.2% | -1.0% | -10.2% | -11.0% |
| 3M | -55.4% | -10.2% | -45.2% | -55.9% |
| 6M | +107.1% | -28.3% | +135.4% | +113.6% |
| YTD | +179.0% | -31.4% | +210.5% | +191.6% |
| 1Y | +357.4% | -16.9% | +374.3% | +350.8% |
| 3Y | +397.5% | +135.5% | +262.0% | +173.7% |
| 5Y | +155.9% | -33.6% | +189.5% | +102.5% |
| All | +220.7% | -28.9% | +249.7% | +116.0% |
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 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