+249.2%
XOM vs ALHC
-31.6%
+280.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.3% |
| 7D | 0.0% | -4.1% | +4.2% | +0.1% |
| 30D | +3.4% | -5.4% | +8.9% | +3.5% |
| 3M | +11.0% | -32.1% | +43.1% | +11.4% |
| 6M | +10.6% | -28.5% | +39.1% | +10.9% |
| YTD | +39.2% | -34.0% | +73.2% | +39.7% |
| 1Y | +52.7% | -20.9% | +73.7% | +52.6% |
| 3Y | +56.8% | +151.5% | -94.8% | +50.4% |
| 5Y | +261.8% | -28.8% | +290.6% | +255.6% |
| All | +249.2% | -31.6% | +280.8% | +235.9% |
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 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