+146.6%
XLK vs ALHC
-27.5%
+174.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | +2.3% | -4.1% | +6.4% | +2.6% |
| 30D | +0.8% | -5.4% | +6.3% | +1.1% |
| 3M | +4.1% | -32.1% | +36.2% | +6.0% |
| 6M | +34.8% | -28.5% | +63.2% | +36.0% |
| YTD | +30.8% | -34.0% | +64.8% | +32.7% |
| 1Y | +42.4% | -20.9% | +63.3% | +42.2% |
| 3Y | +121.8% | +151.5% | -29.7% | +89.2% |
| 5Y | +146.6% | -28.8% | +175.4% | +125.7% |
| All | +146.6% | -27.5% | +174.1% | +125.7% |
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