+61.0%
XLC vs ALHC
+21.9%
+39.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.5% |
| 7D | +4.9% | +1.0% | +3.9% | +4.8% |
| 30D | -5.8% | -14.2% | +8.3% | -5.4% |
| 3M | -5.4% | -45.1% | +39.7% | -4.1% |
| 6M | -10.2% | -59.5% | +49.4% | -8.5% |
| YTD | -10.2% | -62.8% | +52.7% | -8.4% |
| 1Y | -5.6% | -55.5% | +49.9% | -4.3% |
| 3Y | +61.0% | +25.7% | +35.3% | +55.6% |
| All | +61.0% | +21.9% | +39.1% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling