+291.0%
SOXX vs ALHC
-33.8%
+324.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.0% |
| 7D | +1.4% | -6.9% | +8.3% | +2.0% |
| 30D | -3.6% | -6.7% | +3.2% | -3.0% |
| 3M | -10.2% | -37.7% | +27.5% | -7.0% |
| 6M | +54.2% | -30.0% | +84.2% | +56.6% |
| YTD | +75.2% | -36.2% | +111.4% | +79.2% |
| 1Y | +107.5% | -22.9% | +130.4% | +108.1% |
| 3Y | +226.8% | +138.4% | +88.4% | +169.0% |
| 5Y | +251.2% | -32.8% | +284.0% | +218.9% |
| All | +291.0% | -33.8% | +324.8% | +238.5% |
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