+239.1%
XOM vs ALHC
-28.9%
+268.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | -0.6% | +2.3% | +1.8% |
| 30D | +5.9% | -1.0% | +6.9% | +5.8% |
| 3M | +5.6% | -10.2% | +15.7% | +5.6% |
| 6M | +7.9% | -28.3% | +36.1% | +8.2% |
| YTD | +35.2% | -31.4% | +66.6% | +35.6% |
| 1Y | +46.0% | -16.9% | +62.9% | +45.8% |
| 3Y | +55.0% | +135.5% | -80.5% | +49.3% |
| 5Y | +246.3% | -33.6% | +279.9% | +241.0% |
| All | +239.1% | -28.9% | +268.0% | +226.1% |
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