+2.3%
ES vs ALHC
-62.5%
+64.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.1% | +3.9% | -3.9% | -0.3% |
| 30D | +5.7% | -3.6% | +9.4% | +5.8% |
| 3M | -2.8% | -49.4% | +46.6% | +0.1% |
| 6M | +7.0% | -59.5% | +66.4% | +10.7% |
| YTD | +6.8% | -63.2% | +70.0% | +10.7% |
| 1Y | -0.5% | -55.5% | +55.0% | +2.2% |
| 3Y | +47.2% | +23.0% | +24.2% | +40.5% |
| 5Y | +2.3% | -65.7% | +68.0% | -3.0% |
| All | +2.3% | -62.5% | +64.8% | -3.0% |
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