+42.2%
ENTG vs ALHC
-60.6%
+102.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | +22.8% | -0.8% | +23.6% | +22.9% |
| 30D | -4.9% | -9.6% | +4.8% | -4.1% |
| 3M | -4.8% | -44.5% | +39.7% | -0.1% |
| 6M | +5.6% | -59.2% | +64.8% | +13.0% |
| YTD | +82.4% | -62.0% | +144.4% | +95.4% |
| 1Y | +82.9% | -54.8% | +137.7% | +91.9% |
| 3Y | +62.1% | +25.0% | +37.1% | +36.3% |
| 5Y | +4.3% | -65.3% | +69.6% | -0.4% |
| All | +42.2% | -60.6% | +102.9% | +23.9% |
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