+342.0%
EAT vs ALHC
-33.5%
+375.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +1.9% | -1.0% | +2.9% | +1.9% |
| 3M | +68.7% | -10.2% | +78.8% | +68.4% |
| 6M | +66.9% | -28.3% | +95.2% | +70.4% |
| YTD | +60.4% | -31.4% | +91.9% | +64.4% |
| 1Y | +44.0% | -16.9% | +60.9% | +43.4% |
| 3Y | +604.7% | +135.5% | +469.2% | +462.3% |
| All | +342.0% | -33.5% | +375.5% | +291.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling