+51.4%
EFA vs ALHC
-65.3%
+116.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.0% | -5.5% | +4.5% | -0.7% |
| 30D | +1.6% | -4.9% | +6.5% | +1.7% |
| 3M | -3.2% | -41.7% | +38.6% | -1.0% |
| 6M | +2.5% | -55.2% | +57.7% | +5.5% |
| YTD | +10.7% | -61.1% | +71.8% | +14.4% |
| 1Y | +12.8% | -53.3% | +66.1% | +15.4% |
| 3Y | +66.4% | +28.2% | +38.2% | +56.4% |
| 5Y | +51.4% | -65.8% | +117.2% | +53.6% |
| All | +51.4% | -65.3% | +116.6% | +53.6% |
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