+1.2%
ES vs ALHC
-61.5%
+62.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.8% |
| 7D | +1.9% | +1.0% | +0.9% | +1.8% |
| 30D | +7.1% | -14.2% | +21.2% | +7.6% |
| 3M | -1.9% | -45.1% | +43.2% | +0.3% |
| 6M | +4.4% | -59.5% | +63.9% | +7.5% |
| YTD | +7.3% | -62.8% | +70.2% | +10.7% |
| 1Y | +2.1% | -55.5% | +57.6% | +4.6% |
| 3Y | +41.8% | +25.7% | +16.2% | +36.6% |
| 5Y | +1.4% | -66.8% | +68.2% | -2.5% |
| All | +1.2% | -61.5% | +62.7% | -2.9% |
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