-18.0%
ELF vs ALHC
-16.6%
-1.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | -0.6% | +5.9% | +5.4% |
| 30D | +27.0% | -1.0% | +28.0% | +27.0% |
| 3M | +113.2% | -10.2% | +123.4% | +108.8% |
| 6M | +36.6% | -28.3% | +64.9% | +40.0% |
| YTD | +44.2% | -31.4% | +75.7% | +47.2% |
| 1Y | -18.0% | -16.9% | -1.1% | -22.2% |
| All | -18.0% | -16.6% | -1.4% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling