+94.1%
ED vs ALHC
-59.6%
+153.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -0.9% | -5.5% | +4.6% | -0.8% |
| 30D | +11.2% | -4.9% | +16.1% | +11.3% |
| 3M | +11.8% | -41.7% | +53.5% | +13.1% |
| 6M | +14.1% | -55.2% | +69.3% | +15.8% |
| YTD | +23.0% | -61.1% | +84.0% | +25.1% |
| 1Y | +23.7% | -53.3% | +77.0% | +25.2% |
| 3Y | +47.7% | +28.2% | +19.6% | +44.9% |
| 5Y | +82.6% | -65.8% | +148.4% | +79.0% |
| All | +94.1% | -59.6% | +153.8% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling