-14.3%
XYL vs ALHC
-30.5%
+16.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.5% | +3.0% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | -9.2% | -6.3% | -2.9% | -8.8% |
| 3M | -0.3% | -12.3% | +12.0% | -0.3% |
| 6M | -11.0% | -27.0% | +16.0% | -9.9% |
| YTD | -19.2% | -31.8% | +12.6% | -17.9% |
| 1Y | -21.2% | -17.0% | -4.2% | -21.4% |
| 3Y | +18.6% | +159.8% | -141.2% | -0.6% |
| 5Y | -14.3% | -25.1% | +10.8% | -23.0% |
| All | -14.3% | -30.5% | +16.2% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling