-67.3%
ALHC vs ESTC
-52.1%
-15.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | +0.3% | +2.4% | -2.1% | -0.3% |
| 30D | -10.6% | -4.2% | -6.3% | -10.0% |
| 3M | -45.3% | +2.5% | -47.8% | -46.3% |
| 6M | -59.7% | +81.5% | -141.2% | -66.0% |
| YTD | -62.7% | +16.8% | -79.6% | -65.4% |
| 1Y | -56.1% | -3.5% | -52.7% | -57.4% |
| 3Y | +21.3% | +17.7% | +3.5% | -2.9% |
| All | -67.3% | -52.1% | -15.2% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling