+5.3%
ES vs ALHC
-66.2%
+71.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.9% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | +7.6% | -10.6% | +18.2% | +8.0% |
| 3M | +0.5% | -45.3% | +45.8% | +3.1% |
| 6M | +7.6% | -59.7% | +67.3% | +11.3% |
| YTD | +10.2% | -62.7% | +73.0% | +14.1% |
| 1Y | +1.8% | -56.1% | +58.0% | +4.6% |
| 3Y | +55.4% | +21.3% | +34.1% | +48.5% |
| All | +5.3% | -66.2% | +71.6% | -1.7% |
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