+99.6%
TQQQ vs ALHC
-31.9%
+131.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.8% |
| 7D | -3.9% | -5.8% | +1.9% | -2.7% |
| 30D | -5.3% | -3.3% | -1.9% | -4.7% |
| 3M | +0.1% | -37.9% | +38.1% | +8.9% |
| 6M | +40.7% | -29.5% | +70.2% | +44.8% |
| YTD | +31.8% | -35.4% | +67.2% | +37.9% |
| 1Y | +48.2% | -22.4% | +70.7% | +47.6% |
| 3Y | +253.6% | +146.3% | +107.3% | +106.8% |
| 5Y | +99.6% | -32.0% | +131.6% | +53.4% |
| All | +99.6% | -31.9% | +131.5% | +53.4% |
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