-60.0%
XYZ vs ALHC
-61.5%
+1.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.3% |
| 7D | +12.1% | +1.0% | +11.2% | +12.0% |
| 30D | +12.4% | -14.2% | +26.5% | +15.2% |
| 3M | +8.2% | -45.1% | +53.3% | +19.7% |
| 6M | +20.7% | -59.5% | +80.2% | +38.0% |
| YTD | +31.3% | -62.8% | +94.2% | +50.9% |
| 1Y | +20.5% | -55.5% | +76.0% | +32.4% |
| 3Y | +72.6% | +25.7% | +46.9% | +29.7% |
| 5Y | -64.0% | -66.8% | +2.8% | -66.5% |
| All | -60.0% | -61.5% | +1.5% | -63.8% |
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 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