-59.9%
XYZ vs ALHC
-59.7%
-0.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -4.4% |
| 7D | +12.6% | +3.8% | +8.8% | +11.9% |
| 30D | +10.8% | +1.7% | +9.1% | +10.2% |
| 3M | +8.4% | -44.3% | +52.7% | +19.6% |
| 6M | +14.3% | -57.2% | +71.6% | +29.2% |
| YTD | +31.5% | -61.2% | +92.6% | +49.7% |
| 1Y | +28.1% | -53.2% | +81.3% | +39.2% |
| 3Y | +66.2% | +27.8% | +38.3% | +24.8% |
| 5Y | -62.3% | -65.4% | +3.1% | -65.3% |
| All | -59.9% | -59.7% | -0.2% | -64.1% |
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