+197.7%
EQT vs ALHC
-31.6%
+229.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -2.0% | -4.1% | +2.1% | -1.8% |
| 30D | +1.0% | -5.4% | +6.5% | +1.3% |
| 3M | +4.0% | -32.1% | +36.1% | +5.5% |
| 6M | -11.7% | -28.5% | +16.8% | -11.0% |
| YTD | +2.8% | -34.0% | +36.8% | +4.1% |
| 1Y | +10.0% | -20.9% | +30.9% | +10.2% |
| 3Y | +34.1% | +151.5% | -117.4% | +23.4% |
| 5Y | +195.3% | -28.8% | +224.1% | +178.8% |
| All | +197.7% | -31.6% | +229.3% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling