+284.8%
ELF vs ALHC
-62.5%
+347.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +2.9% |
| 7D | +7.8% | +3.9% | +4.0% | +7.4% |
| 30D | +9.3% | -3.6% | +12.9% | +9.5% |
| 3M | +21.2% | -49.4% | +70.6% | +28.6% |
| 6M | +96.1% | -59.5% | +155.6% | +110.5% |
| YTD | +57.0% | -63.2% | +120.1% | +69.7% |
| 1Y | +61.9% | -55.5% | +117.3% | +71.7% |
| 3Y | +20.0% | +23.0% | -3.0% | +6.0% |
| 5Y | +284.8% | -65.7% | +350.5% | +288.8% |
| All | +284.8% | -62.5% | +347.3% | +288.8% |
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