+4.6%
ELV vs ALHC
-62.5%
+67.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.6% |
| 7D | +1.1% | +3.9% | -2.7% | +0.6% |
| 30D | +1.3% | -3.6% | +5.0% | +1.6% |
| 3M | +6.6% | -49.4% | +56.0% | +15.0% |
| 6M | +11.6% | -59.5% | +71.0% | +22.0% |
| YTD | +21.1% | -63.2% | +84.3% | +34.0% |
| 1Y | +34.2% | -55.5% | +89.7% | +45.1% |
| 3Y | -2.9% | +23.0% | -25.9% | -8.5% |
| 5Y | +4.6% | -65.7% | +70.3% | +1.8% |
| All | +4.6% | -62.5% | +67.2% | +1.8% |
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