+74.9%
XOM vs ALHC
+30.0%
+44.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.1% |
| 7D | -7.3% | +3.8% | -11.1% | -7.2% |
| 30D | -2.6% | +1.7% | -4.3% | -2.6% |
| 3M | +3.6% | -44.3% | +47.9% | +3.0% |
| 6M | +15.3% | -57.2% | +72.5% | +14.7% |
| YTD | +39.4% | -61.2% | +100.6% | +38.7% |
| 1Y | +43.2% | -53.2% | +96.3% | +42.1% |
| 3Y | +74.9% | +27.8% | +47.1% | +75.7% |
| All | +74.9% | +30.0% | +44.9% | +75.7% |
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