+16.6%
EMR vs ALHC
-16.6%
+33.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | -5.6% | -1.0% | -4.6% | -5.6% |
| 3M | +7.9% | -10.2% | +18.1% | +6.2% |
| 6M | +6.0% | -28.3% | +34.3% | +6.9% |
| YTD | +16.4% | -31.4% | +47.9% | +17.2% |
| 1Y | +16.6% | -16.9% | +33.6% | +14.1% |
| All | +16.6% | -16.6% | +33.2% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling