+46.7%
XLU vs ALHC
+146.3%
-99.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -1.2% | -5.8% | +4.6% | -1.0% |
| 30D | -2.5% | -3.3% | +0.8% | -2.4% |
| 3M | -2.7% | -37.9% | +35.2% | -1.4% |
| 6M | -7.5% | -29.5% | +22.1% | -6.9% |
| YTD | +0.9% | -35.4% | +36.3% | +1.7% |
| 1Y | +3.3% | -22.4% | +25.7% | +3.4% |
| All | +46.7% | +146.3% | -99.6% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling