+51.7%
ENB vs ALHC
-62.5%
+114.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.1% |
| 7D | -3.7% | +3.9% | -7.5% | -3.8% |
| 30D | +1.7% | -3.6% | +5.4% | +1.8% |
| 3M | -6.3% | -49.4% | +43.1% | -4.3% |
| 6M | -9.2% | -59.5% | +50.3% | -6.9% |
| YTD | +3.1% | -63.2% | +66.3% | +5.9% |
| 1Y | +3.4% | -55.5% | +58.8% | +5.3% |
| 3Y | +68.9% | +23.0% | +45.9% | +61.5% |
| 5Y | +51.7% | -65.7% | +117.4% | +53.8% |
| All | +51.7% | -62.5% | +114.3% | +53.8% |
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