-0.1%
ES vs AHR
+26.3%
-26.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.4% |
| 7D | +5.3% | +9.5% | -4.1% | +3.1% |
| 30D | +8.9% | +11.7% | -2.8% | +6.0% |
| 3M | -1.9% | +4.0% | -5.9% | -3.0% |
| 6M | +3.9% | +13.5% | -9.7% | +0.2% |
| YTD | +8.3% | +21.6% | -13.3% | +5.0% |
| 1Y | -0.1% | +25.1% | -25.2% | -3.8% |
| All | -0.1% | +26.3% | -26.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling