+37.6%
XOP vs ALHC
+16.3%
+21.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -10.0% | +3.9% | -13.9% | -10.0% |
| 30D | -9.1% | -3.6% | -5.4% | -9.1% |
| 3M | +5.1% | -49.4% | +54.5% | +4.5% |
| 6M | +6.4% | -59.5% | +65.8% | +5.7% |
| YTD | +39.7% | -63.2% | +102.9% | +38.8% |
| 1Y | +37.2% | -55.5% | +92.7% | +35.9% |
| 3Y | +37.6% | +23.0% | +14.6% | +32.4% |
| All | +37.6% | +16.3% | +21.3% | +32.4% |
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