+337.0%
ELF vs ALHC
-59.6%
+396.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +4.3% | -5.5% | +9.8% | +4.8% |
| 30D | +7.7% | -4.9% | +12.7% | +8.1% |
| 3M | +24.7% | -41.7% | +66.5% | +30.1% |
| 6M | +114.6% | -55.2% | +169.8% | +127.1% |
| YTD | +55.8% | -61.1% | +116.8% | +66.7% |
| 1Y | +51.9% | -53.3% | +105.3% | +59.9% |
| 3Y | +24.6% | +28.2% | -3.6% | +11.6% |
| 5Y | +279.2% | -65.8% | +345.0% | +260.7% |
| All | +337.0% | -59.6% | +396.6% | +319.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling