+84.9%
ELF vs ALHC
-60.7%
+145.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.1% | +3.8% | -2.8% |
| 7D | -2.7% | -6.2% | +3.5% | -2.4% |
| 30D | +6.9% | -9.7% | +16.5% | +7.4% |
| 3M | +27.2% | -44.7% | +71.9% | +33.4% |
| 6M | +84.9% | -58.7% | +143.6% | +92.1% |
| All | +84.9% | -60.7% | +145.6% | +92.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling