+53.2%
XLP vs ALHC
-61.8%
+115.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +0.1% | +3.9% | -3.8% | 0.0% |
| 30D | +8.9% | -3.6% | +12.6% | +9.0% |
| 3M | +7.5% | -49.4% | +56.9% | +9.1% |
| 6M | +9.4% | -59.5% | +68.9% | +11.3% |
| YTD | +19.3% | -63.2% | +82.4% | +21.4% |
| 1Y | +21.7% | -55.5% | +77.2% | +23.2% |
| 3Y | +44.0% | +23.0% | +21.0% | +39.3% |
| 5Y | +42.8% | -65.7% | +108.5% | +38.6% |
| All | +53.2% | -61.8% | +115.1% | +48.3% |
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 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