+30.4%
EQIX vs ALHC
-30.5%
+60.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | +0.3% | -6.3% | +6.7% | +0.7% |
| 3M | -1.6% | -12.3% | +10.8% | -1.4% |
| 6M | +12.2% | -27.0% | +39.2% | +13.2% |
| YTD | +38.0% | -31.8% | +69.8% | +39.6% |
| 1Y | +38.9% | -17.0% | +55.9% | +38.4% |
| 3Y | +43.8% | +159.8% | -116.0% | +23.6% |
| 5Y | +30.4% | -25.1% | +55.5% | +14.9% |
| All | +30.4% | -30.5% | +60.8% | +14.9% |
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 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