+55.7%
XLP vs ALHC
-61.4%
+117.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +7.3% | -10.6% | +17.9% | +7.6% |
| 3M | +8.1% | -45.3% | +53.4% | +9.5% |
| 6M | +10.5% | -59.7% | +70.2% | +12.3% |
| YTD | +21.2% | -62.7% | +83.9% | +23.3% |
| 1Y | +22.7% | -56.1% | +78.8% | +24.2% |
| 3Y | +44.8% | +21.3% | +23.5% | +40.2% |
| 5Y | +44.7% | -66.0% | +110.7% | +40.4% |
| All | +55.7% | -61.4% | +117.0% | +50.6% |
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