+158.1%
XLE vs ALHC
-63.9%
+222.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.4% |
| 7D | -6.7% | +3.8% | -10.5% | -6.8% |
| 30D | -4.4% | +1.7% | -6.1% | -4.5% |
| 3M | +4.0% | -44.3% | +48.3% | +4.7% |
| 6M | +13.2% | -57.2% | +70.4% | +14.1% |
| YTD | +41.9% | -61.2% | +103.1% | +43.2% |
| 1Y | +41.6% | -53.2% | +94.8% | +42.2% |
| 3Y | +64.0% | +27.8% | +36.1% | +57.6% |
| 5Y | +158.1% | -65.4% | +223.5% | +166.4% |
| All | +158.1% | -63.9% | +222.0% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling