+53.5%
XLP vs ALHC
-60.6%
+114.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.4% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | +8.2% | -9.6% | +17.8% | +8.4% |
| 3M | +7.7% | -44.5% | +52.3% | +9.1% |
| 6M | +9.3% | -59.2% | +68.5% | +11.1% |
| YTD | +19.5% | -62.0% | +81.5% | +21.5% |
| 1Y | +21.0% | -54.8% | +75.8% | +22.4% |
| 3Y | +43.2% | +25.0% | +18.2% | +38.6% |
| 5Y | +42.7% | -65.3% | +108.0% | +38.4% |
| All | +53.5% | -60.6% | +114.1% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling