+16.4%
ELV vs ALHC
-30.5%
+46.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | +2.0% | -6.3% | +8.3% | +2.8% |
| 3M | -3.5% | -12.3% | +8.8% | -3.2% |
| 6M | +40.2% | -27.0% | +67.2% | +43.2% |
| YTD | +15.8% | -31.8% | +47.7% | +19.7% |
| 1Y | +33.2% | -17.0% | +50.2% | +34.2% |
| 3Y | -6.2% | +159.8% | -166.1% | -19.0% |
| 5Y | +16.4% | -25.1% | +41.6% | +5.6% |
| All | +16.4% | -30.5% | +46.9% | +5.6% |
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