+174.0%
EOG vs ALHC
-30.5%
+204.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -2.0% | -1.0% | -1.1% | -2.0% |
| 30D | +7.9% | -6.3% | +14.2% | +7.8% |
| 3M | +4.5% | -12.3% | +16.8% | +4.3% |
| 6M | +12.3% | -27.0% | +39.3% | +12.1% |
| YTD | +41.9% | -31.8% | +73.7% | +41.6% |
| 1Y | +27.8% | -17.0% | +44.9% | +27.5% |
| 3Y | +21.8% | +159.8% | -138.1% | +19.0% |
| 5Y | +174.0% | -25.1% | +199.1% | +173.0% |
| All | +174.0% | -30.5% | +204.5% | +173.0% |
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 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