+56.5%
XLU vs ALHC
-33.8%
+90.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -1.6% | -6.9% | +5.3% | -1.3% |
| 30D | -3.3% | -6.7% | +3.4% | -3.1% |
| 3M | -3.2% | -37.7% | +34.5% | -1.6% |
| 6M | -7.0% | -30.0% | +23.0% | -6.2% |
| YTD | +0.6% | -36.2% | +36.8% | +1.7% |
| 1Y | +2.4% | -22.9% | +25.3% | +2.6% |
| 3Y | +46.3% | +138.4% | -92.1% | +37.0% |
| 5Y | +44.0% | -32.8% | +76.8% | +38.0% |
| All | +56.5% | -33.8% | +90.3% | +49.5% |
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