+14.6%
XRT vs ALHC
-56.7%
+71.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | +0.9% | +1.0% | -0.1% | +0.9% |
| 30D | +7.9% | -14.2% | +22.1% | +8.8% |
| 3M | -0.2% | -45.1% | +45.0% | +3.3% |
| 6M | +5.6% | -59.5% | +65.1% | +10.3% |
| YTD | +5.7% | -62.8% | +68.5% | +8.6% |
| 1Y | +14.6% | -55.5% | +70.1% | +9.9% |
| All | +14.6% | -56.7% | +71.3% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling