+167.3%
XLK vs ALHC
-61.4%
+228.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -10.6% | -10.6% | 0.0% | -10.0% |
| 3M | -10.6% | -45.3% | +34.7% | -7.9% |
| 6M | -3.5% | -59.7% | +56.2% | +0.6% |
| YTD | +18.7% | -62.7% | +81.4% | +23.9% |
| 1Y | +19.4% | -56.1% | +75.6% | +23.0% |
| 3Y | +94.5% | +21.3% | +73.2% | +76.8% |
| 5Y | +111.2% | -66.0% | +177.2% | +103.0% |
| All | +167.3% | -61.4% | +228.7% | +148.7% |
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 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