+261.0%
XOM vs ALHC
-60.6%
+321.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.9% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | -2.5% | -9.6% | +7.2% | -2.4% |
| 3M | +7.0% | -44.5% | +51.5% | +7.5% |
| 6M | +14.2% | -59.2% | +73.4% | +15.1% |
| YTD | +43.9% | -62.0% | +105.9% | +45.1% |
| 1Y | +47.9% | -54.8% | +102.7% | +48.5% |
| 3Y | +80.6% | +25.0% | +55.6% | +75.4% |
| 5Y | +212.8% | -65.3% | +278.1% | +210.0% |
| All | +261.0% | -60.6% | +321.7% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling