+31.0%
XLV vs ALHC
+146.3%
-115.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -4.4% | -5.8% | +1.4% | -4.2% |
| 30D | -1.4% | -3.3% | +1.9% | -1.3% |
| 3M | +8.9% | -37.9% | +46.8% | +10.8% |
| 6M | +9.1% | -29.5% | +38.6% | +9.9% |
| YTD | +7.9% | -35.4% | +43.3% | +9.0% |
| 1Y | +22.7% | -22.4% | +45.2% | +23.0% |
| All | +31.0% | +146.3% | -115.3% | +25.7% |
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