-84.1%
SPXU vs ALHC
-65.3%
-18.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.9% |
| 7D | +1.5% | -5.5% | +7.1% | +0.7% |
| 30D | +6.4% | -4.9% | +11.3% | +6.1% |
| 3M | +4.2% | -41.7% | +46.0% | -3.4% |
| 6M | -7.8% | -55.2% | +47.4% | -17.1% |
| YTD | -27.5% | -61.1% | +33.5% | -35.8% |
| 1Y | -27.1% | -53.3% | +26.2% | -32.9% |
| 3Y | -80.8% | +28.2% | -109.0% | -75.5% |
| 5Y | -84.1% | -65.8% | -18.3% | -84.1% |
| All | -84.1% | -65.3% | -18.9% | -84.1% |
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