+7.7%
EFX vs ALHC
-59.6%
+67.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.0% | -5.5% | +3.6% | -1.5% |
| 30D | +27.9% | -4.9% | +32.8% | +28.2% |
| 3M | +3.8% | -41.7% | +45.6% | +8.5% |
| 6M | +13.0% | -55.2% | +68.2% | +19.6% |
| YTD | -12.4% | -61.1% | +48.7% | -6.3% |
| 1Y | -10.4% | -53.3% | +43.0% | -6.1% |
| 3Y | +4.4% | +28.2% | -23.7% | -6.1% |
| 5Y | -28.9% | -65.8% | +36.9% | -34.7% |
| All | +7.7% | -59.6% | +67.4% | +3.2% |
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