+87.4%
XLF vs ALHC
-59.6%
+147.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -1.0% | -5.5% | +4.6% | -0.7% |
| 30D | +6.5% | -4.9% | +11.4% | +6.7% |
| 3M | +1.8% | -41.7% | +43.5% | +4.4% |
| 6M | +15.4% | -55.2% | +70.6% | +19.3% |
| YTD | +8.4% | -61.1% | +69.4% | +12.7% |
| 1Y | +11.9% | -53.3% | +65.3% | +15.2% |
| 3Y | +81.1% | +28.2% | +53.0% | +71.8% |
| 5Y | +59.5% | -65.8% | +125.3% | +53.8% |
| All | +87.4% | -59.6% | +147.1% | +76.9% |
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