+4.5%
ES vs ALHC
-62.4%
+66.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.1% | +9.2% | +2.4% |
| 7D | +5.9% | -6.2% | +12.1% | +6.2% |
| 30D | +10.2% | -9.7% | +19.9% | +10.6% |
| 3M | +0.4% | -44.7% | +45.1% | +3.0% |
| 6M | +6.9% | -58.7% | +65.6% | +10.5% |
| YTD | +10.5% | -61.7% | +72.2% | +14.4% |
| 1Y | +3.2% | -55.7% | +58.9% | +6.0% |
| 3Y | +49.0% | +25.6% | +23.5% | +41.9% |
| 5Y | +4.5% | -65.8% | +70.3% | +2.5% |
| All | +4.5% | -62.4% | +66.9% | +2.5% |
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