-4.3%
XRT vs ALHC
-65.9%
+61.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -1.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | +7.5% | -9.6% | +17.2% | +8.6% |
| 3M | +2.3% | -44.5% | +46.9% | +8.7% |
| 6M | +12.8% | -59.2% | +72.0% | +22.5% |
| YTD | +7.1% | -62.0% | +69.1% | +16.4% |
| 1Y | +12.3% | -54.8% | +67.1% | +19.2% |
| 3Y | +57.0% | +25.0% | +32.0% | +32.9% |
| 5Y | -4.3% | -65.3% | +61.0% | -1.8% |
| All | -4.3% | -65.9% | +61.6% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling