-64.6%
XYZ vs ALHC
-62.4%
-2.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.1% | +3.0% | -2.7% |
| 7D | +9.2% | -6.2% | +15.4% | +10.6% |
| 30D | +9.8% | -9.7% | +19.5% | +11.5% |
| 3M | -0.2% | -44.7% | +44.5% | +10.6% |
| 6M | +18.0% | -58.7% | +76.6% | +34.8% |
| YTD | +29.1% | -61.7% | +90.8% | +47.9% |
| 1Y | +14.1% | -55.7% | +69.8% | +25.8% |
| 3Y | +72.6% | +25.6% | +47.1% | +26.6% |
| 5Y | -64.6% | -65.8% | +1.2% | -68.8% |
| All | -64.6% | -62.4% | -2.2% | -68.8% |
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 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