+0.8%
ES vs ALHC
-54.7%
+55.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.7% |
| 7D | +1.9% | +1.0% | +0.9% | +1.8% |
| 30D | +7.1% | -14.2% | +21.2% | +7.7% |
| 3M | -1.9% | -45.1% | +43.2% | +1.1% |
| 6M | +4.4% | -59.5% | +63.9% | +7.8% |
| YTD | +7.3% | -62.8% | +70.2% | +9.6% |
| All | +0.8% | -54.7% | +55.5% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling