+480.9%
EAT vs ALHC
+25.0%
+455.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -7.1% | -0.8% | -6.3% | -7.0% |
| 30D | -2.3% | -9.6% | +7.3% | -1.6% |
| 3M | -19.6% | -44.5% | +24.9% | -15.9% |
| 6M | +46.0% | -59.2% | +105.2% | +54.8% |
| YTD | +37.7% | -62.0% | +99.7% | +46.4% |
| 1Y | +73.8% | -54.8% | +128.6% | +81.6% |
| All | +480.9% | +25.0% | +455.9% | +437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling