-16.7%
ELAN vs ALHC
-66.2%
+49.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.2% |
| 7D | +4.0% | +0.3% | +3.8% | +4.0% |
| 30D | +18.8% | -10.6% | +29.3% | +19.8% |
| 3M | +19.0% | -45.3% | +64.3% | +25.2% |
| 6M | +22.8% | -59.7% | +82.6% | +31.6% |
| YTD | +18.3% | -62.7% | +81.1% | +27.1% |
| 1Y | +21.8% | -56.1% | +77.9% | +28.5% |
| 3Y | +153.8% | +21.3% | +132.6% | +117.1% |
| All | -16.7% | -66.2% | +49.5% | -19.3% |
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