+20.4%
XLV vs ALHC
-19.9%
+40.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -3.6% | -6.9% | +3.3% | -3.2% |
| 30D | -1.8% | -6.7% | +4.9% | -1.5% |
| 3M | +7.8% | -37.7% | +45.5% | +10.0% |
| 6M | +9.1% | -30.0% | +39.1% | +9.6% |
| YTD | +7.7% | -36.2% | +43.9% | +8.6% |
| 1Y | +20.4% | -22.9% | +43.3% | +20.0% |
| All | +20.4% | -19.9% | +40.4% | +20.0% |
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