+92.5%
EOG vs ALHC
-64.2%
+156.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +1.5% |
| 7D | -11.1% | +1.0% | -12.1% | -11.1% |
| 30D | +2.7% | -14.2% | +16.9% | +2.6% |
| 3M | +8.8% | -45.1% | +53.9% | +8.2% |
| 6M | +10.8% | -59.5% | +70.3% | +10.0% |
| YTD | +44.6% | -62.8% | +107.4% | +43.6% |
| 1Y | +44.6% | -55.5% | +100.1% | +43.5% |
| 3Y | +29.5% | +25.7% | +3.8% | +26.6% |
| All | +92.5% | -64.2% | +156.7% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling