+8.7%
ENB vs ALHC
-14.5%
+23.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | -0.2% | -6.3% | +6.1% | -0.1% |
| 3M | -7.5% | -12.3% | +4.8% | -7.5% |
| 6M | -4.1% | -27.0% | +22.9% | -3.7% |
| YTD | +9.8% | -31.8% | +41.7% | +9.7% |
| 1Y | +8.7% | -17.0% | +25.7% | +8.4% |
| All | +8.7% | -14.5% | +23.2% | +8.4% |
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