+159.0%
XOP vs ALHC
-28.9%
+188.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | +15.4% | -1.0% | +16.5% | +15.4% |
| 3M | +12.1% | -10.2% | +22.2% | +11.8% |
| 6M | +19.7% | -28.3% | +48.0% | +20.4% |
| YTD | +52.4% | -31.4% | +83.8% | +53.4% |
| 1Y | +47.6% | -16.9% | +64.5% | +46.9% |
| 3Y | +34.4% | +135.5% | -101.1% | +20.9% |
| 5Y | +154.4% | -33.6% | +188.0% | +144.0% |
| All | +159.0% | -28.9% | +188.0% | +133.9% |
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