+18.3%
ELV vs ALHC
-28.9%
+47.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | +4.2% | -1.0% | +5.2% | +4.2% |
| 3M | -0.1% | -10.2% | +10.1% | 0.0% |
| 6M | +41.3% | -28.3% | +69.5% | +44.4% |
| YTD | +17.4% | -31.4% | +48.9% | +21.0% |
| 1Y | +35.1% | -16.9% | +52.0% | +36.0% |
| 3Y | -3.2% | +135.5% | -138.7% | -13.9% |
| 5Y | +15.6% | -33.6% | +49.2% | +5.8% |
| All | +18.3% | -28.9% | +47.2% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling