+82.9%
ED vs ALHC
-64.2%
+147.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.3% |
| 7D | +1.6% | +1.0% | +0.7% | +1.6% |
| 30D | +13.3% | -14.2% | +27.5% | +13.7% |
| 3M | +9.7% | -45.1% | +54.9% | +11.4% |
| 6M | +12.8% | -59.5% | +72.3% | +15.1% |
| YTD | +22.3% | -62.8% | +85.1% | +24.9% |
| 1Y | +26.3% | -55.5% | +81.8% | +28.2% |
| 3Y | +45.0% | +25.7% | +19.3% | +41.6% |
| All | +82.9% | -64.2% | +147.1% | +79.8% |
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 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