+53.4%
XOM vs ALHC
+141.7%
-88.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -2.4% | -1.0% | -1.4% | -2.4% |
| 30D | +5.7% | -6.3% | +12.0% | +5.6% |
| 3M | +6.6% | -12.3% | +18.9% | +6.6% |
| 6M | +7.7% | -27.0% | +34.7% | +7.7% |
| YTD | +36.2% | -31.8% | +68.0% | +36.2% |
| 1Y | +50.5% | -17.0% | +67.5% | +50.3% |
| 3Y | +53.4% | +159.8% | -106.5% | +53.5% |
| All | +53.4% | +141.7% | -88.3% | +53.5% |
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