+22.7%
XLP vs ALHC
-55.7%
+78.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.5% |
| 3M | +8.1% | -45.3% | +53.4% | +9.0% |
| 6M | +10.5% | -59.7% | +70.2% | +10.7% |
| YTD | +21.2% | -62.7% | +83.9% | +20.4% |
| 1Y | +22.7% | -56.1% | +78.8% | +20.7% |
| All | +22.7% | -55.7% | +78.4% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling