+9.1%
XLF vs ALHC
-16.6%
+25.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | +0.2% | -1.0% | +1.2% | +0.2% |
| 3M | +11.7% | -10.2% | +21.9% | +11.3% |
| 6M | +13.8% | -28.3% | +42.1% | +14.9% |
| YTD | +7.0% | -31.4% | +38.4% | +8.0% |
| 1Y | +9.1% | -16.9% | +26.1% | +6.6% |
| All | +9.1% | -16.6% | +25.8% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling