+9.8%
XYL vs ALHC
-31.6%
+41.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | +0.8% | -4.1% | +5.0% | +1.2% |
| 30D | -10.8% | -5.4% | -5.4% | -10.5% |
| 3M | -2.5% | -32.1% | +29.6% | -0.2% |
| 6M | -12.2% | -28.5% | +16.3% | -11.1% |
| YTD | -20.1% | -34.0% | +13.9% | -18.6% |
| 1Y | -20.6% | -20.9% | +0.3% | -20.5% |
| 3Y | +17.3% | +151.5% | -134.2% | +0.3% |
| 5Y | -14.5% | -28.8% | +14.3% | -21.8% |
| All | +9.8% | -31.6% | +41.4% | -0.9% |
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 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