+72.2%
EQX vs ALHC
-32.8%
+105.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -3.2% | -6.9% | +3.7% | -2.6% |
| 30D | +7.8% | -6.7% | +14.5% | +8.4% |
| 3M | +21.3% | -37.7% | +59.0% | +26.2% |
| 6M | -22.4% | -30.0% | +7.6% | -20.7% |
| YTD | -11.3% | -36.2% | +24.8% | -8.8% |
| 1Y | +13.5% | -22.9% | +36.4% | +14.3% |
| 3Y | +162.1% | +138.4% | +23.8% | +126.1% |
| All | +72.2% | -32.8% | +105.0% | +64.3% |
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