+42.7%
XLP vs ALHC
-62.4%
+105.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.4% | -0.5% |
| 7D | +3.5% | -6.2% | +9.7% | +3.6% |
| 30D | +11.6% | -9.7% | +21.2% | +11.8% |
| 3M | +7.6% | -44.7% | +52.4% | +9.2% |
| 6M | +10.0% | -58.7% | +68.7% | +12.1% |
| YTD | +19.7% | -61.7% | +81.5% | +22.0% |
| 1Y | +23.5% | -55.7% | +79.1% | +25.2% |
| 3Y | +44.0% | +25.6% | +18.4% | +38.1% |
| 5Y | +42.7% | -65.8% | +108.5% | +40.6% |
| All | +42.7% | -62.4% | +105.1% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling