+89.2%
ENB vs ALHC
-28.9%
+118.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +57.0% |
| 5Y | +69.4% | -33.6% | +103.0% | +64.9% |
| All | +89.2% | -28.9% | +118.1% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling