+29.5%
XLB vs ALHC
-51.4%
+81.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.1% | -7.7% | +2.1% |
| 7D | +3.9% | -0.5% | +4.4% | +3.9% |
| 30D | +8.9% | -4.2% | +13.1% | +9.0% |
| 3M | +4.1% | -39.8% | +43.9% | +5.9% |
| 6M | +7.3% | -57.7% | +65.0% | +10.5% |
| YTD | +20.4% | -58.8% | +79.2% | +21.9% |
| 1Y | +29.5% | -52.4% | +81.9% | +27.1% |
| All | +29.5% | -51.4% | +81.0% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling