+201.3%
XOM vs ALHC
-63.9%
+265.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.2% |
| 7D | -7.3% | +3.8% | -11.1% | -7.3% |
| 30D | -2.6% | +1.7% | -4.3% | -2.7% |
| 3M | +3.6% | -44.3% | +47.9% | +4.1% |
| 6M | +15.3% | -57.2% | +72.5% | +16.1% |
| YTD | +39.4% | -61.2% | +100.6% | +40.5% |
| 1Y | +43.2% | -53.2% | +96.3% | +43.6% |
| 3Y | +74.9% | +27.8% | +47.1% | +69.3% |
| 5Y | +201.3% | -65.4% | +266.6% | +201.0% |
| All | +201.3% | -63.9% | +265.1% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling