-57.6%
ALHC vs ESTC
-22.7%
-34.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.4% |
| 7D | +1.0% | -11.5% | +12.5% | +3.7% |
| 30D | -14.2% | -7.5% | -6.6% | -13.0% |
| 3M | -45.1% | +23.1% | -68.2% | -48.4% |
| 6M | -59.5% | +75.3% | -134.8% | -65.7% |
| YTD | -62.8% | +14.1% | -76.9% | -65.3% |
| 1Y | -55.5% | -0.6% | -54.9% | -57.3% |
| 3Y | +25.7% | +20.8% | +4.9% | -0.5% |
| 5Y | -66.8% | -48.8% | -18.0% | -67.6% |
| All | -57.6% | -22.7% | -34.9% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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