-61.5%
EL vs ALHC
-28.9%
-32.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +19.8% | -1.0% | +20.9% | +19.9% |
| 3M | +25.7% | -10.2% | +35.9% | +25.7% |
| 6M | +5.4% | -28.3% | +33.7% | +6.9% |
| YTD | +0.2% | -31.4% | +31.7% | +1.8% |
| 1Y | +20.4% | -16.9% | +37.4% | +20.1% |
| 3Y | -32.1% | +135.5% | -167.6% | -43.0% |
| 5Y | -67.2% | -33.6% | -33.6% | -70.5% |
| All | -61.5% | -28.9% | -32.6% | -65.4% |
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 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