+46.1%
XHB vs ALHC
-31.6%
+77.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | -1.9% | -4.1% | +2.2% | -1.5% |
| 30D | -8.3% | -5.4% | -2.9% | -7.9% |
| 3M | -7.1% | -32.1% | +25.0% | -4.3% |
| 6M | -5.3% | -28.5% | +23.2% | -3.6% |
| YTD | -3.2% | -34.0% | +30.8% | -1.0% |
| 1Y | -13.9% | -20.9% | +7.1% | -13.6% |
| 3Y | +24.9% | +151.5% | -126.6% | +3.1% |
| 5Y | +34.5% | -28.8% | +63.4% | +20.2% |
| All | +46.1% | -31.6% | +77.7% | +26.9% |
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