+1.3%
XYL vs ALHC
-61.8%
+63.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.5% |
| 7D | +2.1% | +3.9% | -1.8% | +1.8% |
| 30D | -3.4% | -3.6% | +0.3% | -3.3% |
| 3M | -17.2% | -49.4% | +32.2% | -13.5% |
| 6M | -12.0% | -59.5% | +47.4% | -7.5% |
| YTD | -26.3% | -63.2% | +36.9% | -22.2% |
| 1Y | -33.5% | -55.5% | +22.0% | -30.9% |
| 3Y | +6.4% | +23.0% | -16.6% | -3.6% |
| 5Y | -20.9% | -65.7% | +44.8% | -24.7% |
| All | +1.3% | -61.8% | +63.1% | -5.3% |
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