-90.6%
SPXU vs ALHC
-61.4%
-29.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +0.9% |
| 7D | -7.6% | +0.3% | -7.8% | -7.5% |
| 30D | +5.3% | -10.6% | +15.9% | +4.0% |
| 3M | +9.6% | -45.3% | +55.0% | +1.0% |
| 6M | -4.5% | -59.7% | +55.2% | -15.3% |
| YTD | -25.9% | -62.7% | +36.9% | -34.3% |
| 1Y | -28.9% | -56.1% | +27.2% | -34.8% |
| 3Y | -80.5% | +21.3% | -101.7% | -76.0% |
| 5Y | -83.4% | -66.0% | -17.4% | -80.6% |
| All | -90.6% | -61.4% | -29.2% | -88.3% |
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