-32.5%
EFX vs ALHC
-19.3%
-13.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.9% |
| 7D | -9.4% | -4.1% | -5.3% | -9.2% |
| 30D | -6.9% | -5.4% | -1.4% | -6.6% |
| 3M | +0.1% | -32.1% | +32.3% | +2.0% |
| 6M | -17.3% | -28.5% | +11.2% | -15.8% |
| YTD | -21.8% | -34.0% | +12.2% | -21.0% |
| 1Y | -32.5% | -20.9% | -11.6% | -37.4% |
| All | -32.5% | -19.3% | -13.2% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling