+154.5%
EOG vs ALHC
-31.6%
+186.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.1% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | +3.4% | -5.4% | +8.8% | +3.3% |
| 3M | +7.8% | -32.1% | +40.0% | +7.6% |
| 6M | +13.4% | -28.5% | +41.8% | +13.2% |
| YTD | +43.5% | -34.0% | +77.5% | +43.2% |
| 1Y | +29.7% | -20.9% | +50.6% | +29.3% |
| 3Y | +23.2% | +151.5% | -128.4% | +20.6% |
| 5Y | +176.4% | -28.8% | +205.2% | +173.9% |
| All | +154.5% | -31.6% | +186.1% | +141.0% |
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 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