+328.4%
ELF vs ALHC
-61.5%
+389.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.0% |
| 7D | +4.0% | +1.0% | +3.0% | +3.8% |
| 30D | +10.6% | -14.2% | +24.7% | +11.8% |
| 3M | +25.8% | -45.1% | +71.0% | +32.1% |
| 6M | +89.1% | -59.5% | +148.6% | +102.1% |
| YTD | +52.7% | -62.8% | +115.6% | +64.2% |
| 1Y | +51.7% | -55.5% | +107.2% | +60.4% |
| 3Y | +14.2% | +25.7% | -11.5% | +2.3% |
| 5Y | +270.7% | -66.8% | +337.5% | +253.8% |
| All | +328.4% | -61.5% | +389.9% | +313.1% |
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 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