+250.6%
ELF vs ALHC
-62.4%
+313.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.1% | +3.8% | -2.6% |
| 7D | -2.7% | -6.2% | +3.5% | -2.2% |
| 30D | +6.9% | -9.7% | +16.5% | +7.6% |
| 3M | +27.2% | -44.7% | +71.9% | +33.8% |
| 6M | +84.9% | -58.7% | +143.6% | +98.1% |
| YTD | +44.5% | -61.7% | +106.2% | +55.6% |
| 1Y | -6.8% | -55.7% | +48.9% | -0.9% |
| 3Y | +14.2% | +25.6% | -11.3% | +0.9% |
| 5Y | +250.6% | -65.8% | +316.4% | +244.0% |
| All | +250.6% | -62.4% | +313.1% | +244.0% |
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