+294.6%
SOXX vs ALHC
-31.6%
+326.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.9% |
| 7D | +6.1% | -4.1% | +10.2% | +6.5% |
| 30D | +0.5% | -5.4% | +5.9% | +0.9% |
| 3M | -5.3% | -32.1% | +26.8% | -2.8% |
| 6M | +58.3% | -28.5% | +86.8% | +60.5% |
| YTD | +76.8% | -34.0% | +110.9% | +80.4% |
| 1Y | +114.6% | -20.9% | +135.5% | +114.8% |
| 3Y | +229.6% | +151.5% | +78.1% | +169.6% |
| 5Y | +257.3% | -28.8% | +286.2% | +222.7% |
| All | +294.6% | -31.6% | +326.2% | +240.7% |
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