+262.8%
XOM vs ALHC
-61.4%
+324.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.5% |
| 7D | +2.8% | +0.3% | +2.6% | +2.8% |
| 30D | -3.6% | -10.6% | +6.9% | -3.5% |
| 3M | +8.2% | -45.3% | +53.6% | +8.8% |
| 6M | +14.0% | -59.7% | +73.8% | +15.0% |
| YTD | +44.6% | -62.7% | +107.3% | +45.8% |
| 1Y | +47.8% | -56.1% | +103.9% | +48.4% |
| 3Y | +79.6% | +21.3% | +58.3% | +74.5% |
| 5Y | +214.3% | -66.0% | +280.3% | +211.5% |
| All | +262.8% | -61.4% | +324.1% | +250.6% |
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