+70.0%
XLI vs ALHC
-62.5%
+132.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.9% |
| 7D | -0.5% | +3.9% | -4.3% | -0.7% |
| 30D | -0.2% | -3.6% | +3.4% | -0.1% |
| 3M | -8.6% | -49.4% | +40.9% | -5.5% |
| 6M | -2.0% | -59.5% | +57.5% | +1.8% |
| YTD | +9.7% | -63.2% | +72.9% | +14.3% |
| 1Y | +11.4% | -55.5% | +66.9% | +14.7% |
| 3Y | +74.2% | +23.0% | +51.2% | +62.6% |
| 5Y | +70.0% | -65.7% | +135.7% | +71.2% |
| All | +70.0% | -62.5% | +132.5% | +71.2% |
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