+59.0%
XLF vs ALHC
-63.9%
+122.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.2% |
| 7D | +1.9% | +3.8% | -1.9% | +1.7% |
| 30D | +6.5% | +1.7% | +4.8% | +6.3% |
| 3M | +1.2% | -44.3% | +45.5% | +4.4% |
| 6M | +14.6% | -57.2% | +71.8% | +19.3% |
| YTD | +7.7% | -61.2% | +68.9% | +12.6% |
| 1Y | +11.8% | -53.2% | +65.0% | +15.3% |
| 3Y | +80.1% | +27.8% | +52.2% | +68.7% |
| 5Y | +59.0% | -65.4% | +124.4% | +59.2% |
| All | +59.0% | -63.9% | +122.9% | +59.2% |
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 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