-55.6%
ALHC vs ESTC
-21.6%
-34.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -5.5% | -2.6% | -2.9% | -5.0% |
| 30D | -4.9% | -8.6% | +3.7% | -3.3% |
| 3M | -41.7% | +14.4% | -56.1% | -44.3% |
| 6M | -55.2% | +73.3% | -128.5% | -61.9% |
| YTD | -61.1% | +15.7% | -76.8% | -63.8% |
| 1Y | -53.3% | -7.6% | -45.8% | -54.3% |
| 3Y | +28.2% | +14.6% | +13.6% | +3.7% |
| 5Y | -65.8% | -50.0% | -15.8% | -66.3% |
| All | -55.6% | -21.6% | -34.0% | -60.8% |
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