+29.5%
EOG vs ALHC
+21.9%
+7.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +1.4% |
| 7D | -11.1% | +1.0% | -12.1% | -11.0% |
| 30D | +2.7% | -14.2% | +16.9% | +2.3% |
| 3M | +8.8% | -45.1% | +53.9% | +6.8% |
| 6M | +10.8% | -59.5% | +70.3% | +8.1% |
| YTD | +44.6% | -62.8% | +107.4% | +40.9% |
| 1Y | +44.6% | -55.5% | +100.1% | +41.5% |
| 3Y | +29.5% | +25.7% | +3.8% | +30.7% |
| All | +29.5% | +21.9% | +7.6% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling