+48.0%
XLB vs ALHC
-61.8%
+109.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -1.4% | +3.9% | -5.2% | -1.6% |
| 30D | +7.1% | -3.6% | +10.7% | +7.2% |
| 3M | +0.6% | -49.4% | +50.0% | +3.9% |
| 6M | +3.5% | -59.5% | +62.9% | +7.5% |
| YTD | +18.2% | -63.2% | +81.4% | +23.1% |
| 1Y | +25.6% | -55.5% | +81.1% | +29.3% |
| 3Y | +46.7% | +23.0% | +23.7% | +37.5% |
| 5Y | +30.9% | -65.7% | +96.6% | +27.3% |
| All | +48.0% | -61.8% | +109.9% | +39.0% |
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