-13.9%
ELAN vs ALHC
-29.3%
+15.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +0.3% | -1.0% | +1.2% | +0.3% |
| 30D | +8.4% | -6.3% | +14.7% | +9.0% |
| 3M | +1.2% | -12.3% | +13.5% | +1.2% |
| 6M | +2.6% | -27.0% | +29.6% | +4.2% |
| YTD | +5.9% | -31.8% | +37.8% | +8.1% |
| 1Y | +25.8% | -17.0% | +42.8% | +25.6% |
| 3Y | +106.8% | +159.8% | -53.0% | +65.7% |
| 5Y | -29.3% | -25.1% | -4.1% | -37.4% |
| All | -13.9% | -29.3% | +15.4% | -23.1% |
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