+137.5%
XOP vs ALHC
-61.8%
+199.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -10.0% | +3.9% | -13.9% | -10.2% |
| 30D | -9.1% | -3.6% | -5.4% | -9.0% |
| 3M | +5.1% | -49.4% | +54.5% | +7.3% |
| 6M | +6.4% | -59.5% | +65.8% | +9.0% |
| YTD | +39.7% | -63.2% | +102.9% | +43.4% |
| 1Y | +37.2% | -55.5% | +92.7% | +39.3% |
| 3Y | +37.6% | +23.0% | +14.6% | +27.2% |
| 5Y | +76.5% | -65.7% | +142.2% | +72.5% |
| All | +137.5% | -61.8% | +199.3% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling