+199.5%
EQT vs ALHC
-33.0%
+232.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | -1.2% | -5.8% | +4.6% | -0.9% |
| 30D | +1.1% | -3.3% | +4.4% | +1.2% |
| 3M | +4.8% | -37.9% | +42.7% | +6.8% |
| 6M | -10.6% | -29.5% | +18.9% | -9.8% |
| YTD | +3.4% | -35.4% | +38.8% | +4.8% |
| 1Y | +8.7% | -22.4% | +31.1% | +9.0% |
| 3Y | +35.0% | +146.3% | -111.4% | +24.3% |
| 5Y | +204.2% | -32.0% | +236.2% | +187.8% |
| All | +199.5% | -33.0% | +232.5% | +174.5% |
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