+82.8%
XLI vs ALHC
-30.5%
+113.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +1.0% | -1.0% | +1.9% | +1.0% |
| 30D | -5.8% | -6.3% | +0.5% | -5.5% |
| 3M | +0.7% | -12.3% | +13.0% | +0.8% |
| 6M | +3.2% | -27.0% | +30.2% | +4.1% |
| YTD | +13.0% | -31.8% | +44.9% | +14.3% |
| 1Y | +16.8% | -17.0% | +33.8% | +16.6% |
| 3Y | +72.4% | +159.8% | -87.4% | +54.3% |
| 5Y | +82.8% | -25.1% | +107.9% | +72.3% |
| All | +82.8% | -30.5% | +113.2% | +72.3% |
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