+69.7%
ENB vs ALHC
-33.5%
+103.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | -2.2% | -1.0% | -1.2% | -2.2% |
| 3M | -10.5% | -10.2% | -0.4% | -10.5% |
| 6M | -5.1% | -28.3% | +23.2% | -4.4% |
| YTD | +9.0% | -31.4% | +40.4% | +9.7% |
| 1Y | +8.2% | -16.9% | +25.1% | +8.1% |
| 3Y | +67.8% | +135.5% | -67.7% | +56.5% |
| All | +69.7% | -33.5% | +103.2% | +65.6% |
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