-30.4%
ELAN vs ALHC
-32.8%
+2.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.5% |
| 7D | -5.4% | -6.9% | +1.4% | -4.7% |
| 30D | +4.7% | -6.7% | +11.4% | +5.4% |
| 3M | -3.7% | -37.7% | +34.0% | +0.4% |
| 6M | -1.2% | -30.0% | +28.8% | +0.8% |
| YTD | +2.4% | -36.2% | +38.5% | +5.2% |
| 1Y | +23.4% | -22.9% | +46.3% | +24.0% |
| 3Y | +96.7% | +138.4% | -41.7% | +56.2% |
| All | -30.4% | -32.8% | +2.4% | -37.8% |
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