+2.4%
XLU vs ALHC
-19.9%
+22.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.8% |
| 6M | -7.0% | -30.0% | +23.0% | -6.6% |
| YTD | +0.6% | -36.2% | +36.8% | +0.2% |
| 1Y | +2.4% | -22.9% | +25.3% | +0.8% |
| All | +2.4% | -19.9% | +22.4% | +0.8% |
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