-21.8%
ALHC vs ESTC
-17.5%
-4.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.9% |
| 7D | -0.6% | -8.1% | +7.5% | +1.1% |
| 30D | -1.0% | +31.7% | -32.7% | -7.8% |
| 3M | -10.2% | +41.1% | -51.2% | -18.3% |
| 6M | -28.3% | +77.1% | -105.4% | -39.3% |
| YTD | -31.4% | +21.7% | -53.1% | -36.7% |
| 1Y | -16.9% | +8.4% | -25.3% | -21.9% |
| 3Y | +135.5% | +23.6% | +111.9% | +86.6% |
| 5Y | -33.6% | -46.5% | +12.8% | -35.7% |
| All | -21.8% | -17.5% | -4.3% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling