-86.0%
SPXU vs ALHC
-27.5%
-58.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +0.9% |
| 7D | +1.3% | -4.1% | +5.4% | +0.6% |
| 30D | +5.1% | -5.4% | +10.6% | +4.2% |
| 3M | -9.1% | -32.1% | +23.0% | -14.2% |
| 6M | -29.6% | -28.5% | -1.1% | -32.0% |
| YTD | -27.7% | -34.0% | +6.3% | -30.9% |
| 1Y | -37.0% | -20.9% | -16.0% | -37.2% |
| 3Y | -80.2% | +151.5% | -231.7% | -71.3% |
| 5Y | -86.0% | -28.8% | -57.2% | -81.6% |
| All | -86.0% | -27.5% | -58.5% | -81.6% |
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