-55.6%
ALHC vs ESTC
+0.3%
-55.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.8% | -0.7% |
| 7D | +3.9% | -1.2% | +5.0% | +3.8% |
| 30D | -3.6% | -8.1% | +4.5% | -4.0% |
| 3M | -49.4% | +20.2% | -69.6% | -48.3% |
| 6M | -59.5% | +72.7% | -132.2% | -57.9% |
| YTD | -63.2% | +19.6% | -82.8% | -62.4% |
| All | -55.6% | +0.3% | -55.9% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling