+207.9%
XLE vs ALHC
-28.9%
+236.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +11.8% | -1.0% | +12.8% | +11.8% |
| 3M | +9.8% | -10.2% | +20.0% | +9.7% |
| 6M | +15.6% | -28.3% | +43.9% | +15.9% |
| YTD | +45.3% | -31.4% | +76.7% | +45.7% |
| 1Y | +48.3% | -16.9% | +65.2% | +48.0% |
| 3Y | +55.4% | +135.5% | -80.0% | +48.4% |
| 5Y | +216.1% | -33.6% | +249.7% | +210.5% |
| All | +207.9% | -28.9% | +236.8% | +193.2% |
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