-58.5%
XYZ vs ALHC
-61.8%
+3.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +14.9% | +3.9% | +11.0% | +14.2% |
| 30D | +14.7% | -3.6% | +18.3% | +15.3% |
| 3M | +12.1% | -49.4% | +61.5% | +26.1% |
| 6M | +18.3% | -59.5% | +77.8% | +35.2% |
| YTD | +36.1% | -63.2% | +99.2% | +56.6% |
| 1Y | +35.3% | -55.5% | +90.8% | +48.5% |
| 3Y | +73.5% | +23.0% | +50.5% | +31.1% |
| 5Y | -61.6% | -65.7% | +4.1% | -64.4% |
| All | -58.5% | -61.8% | +3.3% | -62.4% |
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