+65.5%
XLF vs ALHC
-30.5%
+96.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.2% | -1.0% | +1.1% | +0.2% |
| 30D | -0.5% | -6.3% | +5.8% | -0.2% |
| 3M | +10.6% | -12.3% | +23.0% | +10.8% |
| 6M | +14.3% | -27.0% | +41.3% | +15.4% |
| YTD | +5.5% | -31.8% | +37.4% | +6.9% |
| 1Y | +9.6% | -17.0% | +26.6% | +9.6% |
| 3Y | +75.2% | +159.8% | -84.7% | +57.6% |
| 5Y | +65.5% | -25.1% | +90.7% | +53.6% |
| All | +65.5% | -30.5% | +96.0% | +53.6% |
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 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