-4.1%
XYL vs ALHC
-60.6%
+56.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -1.0% |
| 7D | -6.0% | -0.8% | -5.2% | -6.0% |
| 30D | -8.3% | -9.6% | +1.3% | -7.8% |
| 3M | -22.6% | -44.5% | +21.9% | -19.7% |
| 6M | -15.0% | -59.2% | +44.1% | -10.7% |
| YTD | -30.2% | -62.0% | +31.8% | -26.4% |
| 1Y | -36.4% | -54.8% | +18.4% | -34.0% |
| 3Y | -0.9% | +25.0% | -25.9% | -10.3% |
| 5Y | -23.4% | -65.3% | +42.0% | -27.2% |
| All | -4.1% | -60.6% | +56.6% | -10.5% |
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