+57.1%
XLC vs ALHC
-61.8%
+119.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.5% |
| 7D | +7.1% | +3.9% | +3.2% | +6.8% |
| 30D | -2.7% | -3.6% | +0.9% | -2.6% |
| 3M | -3.2% | -49.4% | +46.2% | +0.8% |
| 6M | -7.7% | -59.5% | +51.8% | -3.2% |
| YTD | -8.0% | -63.2% | +55.2% | -3.2% |
| 1Y | -3.1% | -55.5% | +52.4% | +0.4% |
| 3Y | +64.9% | +23.0% | +41.9% | +51.2% |
| 5Y | +39.5% | -65.7% | +105.2% | +34.2% |
| All | +57.1% | -61.8% | +119.0% | +48.1% |
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 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