-31.5%
XYL vs ALHC
-51.4%
+19.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.1% | -5.2% | +4.8% |
| 7D | +14.5% | -0.5% | +15.0% | +14.5% |
| 30D | -1.3% | -4.2% | +2.9% | -1.3% |
| 3M | -17.0% | -39.8% | +22.8% | -16.0% |
| 6M | -11.3% | -57.7% | +46.4% | -9.3% |
| YTD | -25.0% | -58.8% | +33.8% | -23.7% |
| 1Y | -31.5% | -52.4% | +20.8% | -32.1% |
| All | -31.5% | -51.4% | +19.9% | -32.1% |
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