+86.6%
EMR vs ALHC
+21.9%
+64.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | -0.1% |
| 7D | -1.6% | +1.0% | -2.5% | -1.6% |
| 30D | +2.0% | -14.2% | +16.1% | +2.3% |
| 3M | +3.8% | -45.1% | +49.0% | +5.3% |
| 6M | +10.5% | -59.5% | +70.1% | +12.6% |
| YTD | +23.7% | -62.8% | +86.5% | +26.2% |
| 1Y | +25.4% | -55.5% | +80.9% | +27.7% |
| 3Y | +86.6% | +25.7% | +60.9% | +100.5% |
| All | +86.6% | +21.9% | +64.6% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling