+14.6%
XYL vs ALHC
+140.1%
-125.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | -0.6% | -4.5% | -5.0% |
| 30D | -13.2% | -1.0% | -12.2% | -13.2% |
| 3M | -3.7% | -10.2% | +6.4% | -3.9% |
| 6M | -17.7% | -28.3% | +10.6% | -17.2% |
| YTD | -21.5% | -31.4% | +9.9% | -20.9% |
| 1Y | -24.5% | -16.9% | -7.6% | -24.5% |
| All | +14.6% | +140.1% | -125.4% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling