-35.2%
EFX vs ALHC
-30.5%
-4.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -7.8% | -1.0% | -6.9% | -7.7% |
| 30D | -5.7% | -6.3% | +0.6% | -5.2% |
| 3M | +2.5% | -12.3% | +14.8% | +2.7% |
| 6M | -16.7% | -27.0% | +10.3% | -15.2% |
| YTD | -20.2% | -31.8% | +11.7% | -18.4% |
| 1Y | -31.4% | -17.0% | -14.4% | -31.5% |
| 3Y | -10.5% | +159.8% | -170.3% | -27.2% |
| 5Y | -35.2% | -25.1% | -10.1% | -44.0% |
| All | -35.2% | -30.5% | -4.7% | -44.0% |
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