+1.2%
EFX vs ALHC
-28.9%
+30.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | -8.6% | -0.6% | -8.1% | -8.6% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | +3.8% | -10.2% | +14.0% | +3.7% |
| 6M | -13.5% | -28.3% | +14.8% | -11.9% |
| YTD | -17.7% | -31.4% | +13.8% | -16.0% |
| 1Y | -25.6% | -16.9% | -8.6% | -25.7% |
| 3Y | -12.1% | +135.5% | -147.6% | -25.5% |
| 5Y | -33.8% | -33.6% | -0.2% | -41.8% |
| All | +1.2% | -28.9% | +30.2% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling