+44.4%
XLU vs ALHC
-31.9%
+76.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -1.2% | -5.8% | +4.6% | -0.9% |
| 30D | -2.5% | -3.3% | +0.8% | -2.4% |
| 3M | -2.7% | -37.9% | +35.2% | -1.0% |
| 6M | -7.5% | -29.5% | +22.1% | -6.7% |
| YTD | +0.9% | -35.4% | +36.3% | +2.0% |
| 1Y | +3.3% | -22.4% | +25.7% | +3.5% |
| 3Y | +47.3% | +146.3% | -99.0% | +36.0% |
| 5Y | +44.4% | -32.0% | +76.4% | +39.1% |
| All | +44.4% | -31.9% | +76.3% | +39.1% |
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