+9.4%
XRT vs ALHC
-61.5%
+70.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.4% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | +7.9% | -14.2% | +22.1% | +9.4% |
| 3M | -0.2% | -45.1% | +45.0% | +5.8% |
| 6M | +5.6% | -59.5% | +65.1% | +14.2% |
| YTD | +5.7% | -62.8% | +68.5% | +14.7% |
| 1Y | +14.6% | -55.5% | +70.1% | +21.5% |
| 3Y | +50.7% | +25.7% | +25.0% | +30.0% |
| 5Y | -4.8% | -66.8% | +62.0% | -10.4% |
| All | +9.4% | -61.5% | +70.9% | -0.8% |
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