+193.7%
XLK vs ALHC
-28.9%
+222.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.9% | -0.6% | +1.4% | +0.9% |
| 30D | +0.7% | -1.0% | +1.8% | +0.8% |
| 3M | -2.9% | -10.2% | +7.2% | -3.0% |
| 6M | +34.3% | -28.3% | +62.5% | +35.6% |
| YTD | +30.4% | -31.4% | +61.8% | +31.9% |
| 1Y | +43.4% | -16.9% | +60.3% | +42.8% |
| 3Y | +116.8% | +135.5% | -18.6% | +88.6% |
| 5Y | +144.0% | -33.6% | +177.7% | +126.5% |
| All | +193.7% | -28.9% | +222.6% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling