+56.5%
EQX vs ALHC
-29.3%
+85.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +3.8% | -1.0% | +4.7% | +3.9% |
| 30D | +9.4% | -6.3% | +15.7% | +10.0% |
| 3M | +16.8% | -12.3% | +29.2% | +17.3% |
| 6M | -23.7% | -27.0% | +3.3% | -22.3% |
| YTD | -9.6% | -31.8% | +22.3% | -7.6% |
| 1Y | +29.1% | -17.0% | +46.1% | +29.2% |
| 3Y | +175.3% | +159.8% | +15.5% | +134.3% |
| 5Y | +77.3% | -25.1% | +102.4% | +68.4% |
| All | +56.5% | -29.3% | +85.8% | +44.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling