+42.0%
XLY vs ALHC
-33.8%
+75.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -1.7% | -6.9% | +5.2% | -1.1% |
| 30D | -4.2% | -6.7% | +2.5% | -3.6% |
| 3M | -2.7% | -37.7% | +35.0% | +0.7% |
| 6M | -0.6% | -30.0% | +29.3% | +0.9% |
| YTD | -5.0% | -36.2% | +31.1% | -2.9% |
| 1Y | -4.1% | -22.9% | +18.8% | -3.9% |
| 3Y | +33.6% | +138.4% | -104.8% | +11.2% |
| 5Y | +28.7% | -32.8% | +61.5% | +16.4% |
| All | +42.0% | -33.8% | +75.8% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling