+236.1%
TQQQ vs ALHC
-33.8%
+269.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.8% |
| 7D | -1.9% | -6.9% | +4.9% | -0.5% |
| 30D | -4.9% | -6.7% | +1.9% | -3.6% |
| 3M | -6.4% | -37.7% | +31.3% | +1.6% |
| 6M | +44.4% | -30.0% | +74.4% | +48.9% |
| YTD | +35.2% | -36.2% | +71.3% | +41.7% |
| 1Y | +49.5% | -22.9% | +72.4% | +49.2% |
| 3Y | +250.7% | +138.4% | +112.3% | +114.8% |
| 5Y | +104.7% | -32.8% | +137.5% | +65.0% |
| All | +236.1% | -33.8% | +269.9% | +153.5% |
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