+30.9%
ENTG vs ALHC
-29.3%
+60.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +8.9% | -1.0% | +9.9% | +9.0% |
| 30D | -7.2% | -6.3% | -0.9% | -6.6% |
| 3M | +6.4% | -12.3% | +18.7% | +6.5% |
| 6M | +25.7% | -27.0% | +52.7% | +27.5% |
| YTD | +67.9% | -31.8% | +99.7% | +71.3% |
| 1Y | +72.4% | -17.0% | +89.4% | +71.9% |
| 3Y | +48.4% | +159.8% | -111.4% | +14.2% |
| 5Y | +20.1% | -25.1% | +45.2% | +6.2% |
| All | +30.9% | -29.3% | +60.2% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling