-3.4%
ES vs ALHC
-33.5%
+30.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | -2.0% | -1.0% | -0.9% | -1.9% |
| 3M | +1.7% | -10.2% | +11.8% | +1.7% |
| 6M | -3.5% | -28.3% | +24.7% | -2.7% |
| YTD | +7.9% | -31.4% | +39.3% | +8.9% |
| 1Y | +17.2% | -16.9% | +34.1% | +17.1% |
| 3Y | +29.3% | +135.5% | -106.2% | +20.3% |
| All | -3.4% | -33.5% | +30.1% | -10.5% |
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