-65.3%
EL vs ALHC
-66.2%
+0.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | +1.5% | +0.3% | +1.3% | +1.5% |
| 30D | +10.0% | -10.6% | +20.6% | +10.9% |
| 3M | +28.4% | -45.3% | +73.7% | +34.2% |
| 6M | +37.1% | -59.7% | +96.8% | +45.7% |
| YTD | +7.8% | -62.7% | +70.6% | +14.7% |
| 1Y | +26.0% | -56.1% | +82.2% | +31.8% |
| 3Y | +3.8% | +21.3% | -17.4% | -9.4% |
| All | -65.3% | -66.2% | +0.9% | -64.6% |
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