+45.9%
XLB vs ALHC
-28.9%
+74.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | +2.0% | -10.2% | +12.1% | +2.0% |
| 6M | +1.8% | -28.3% | +30.1% | +2.9% |
| YTD | +16.6% | -31.4% | +48.0% | +17.9% |
| 1Y | +16.9% | -16.9% | +33.9% | +16.9% |
| 3Y | +32.6% | +135.5% | -102.9% | +20.0% |
| 5Y | +35.6% | -33.6% | +69.3% | +27.7% |
| All | +45.9% | -28.9% | +74.9% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling