+1.8%
ES vs ALHC
-28.9%
+30.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| YTD | +7.9% | -31.4% | +39.3% | +8.8% |
| 1Y | +17.2% | -16.9% | +34.1% | +17.1% |
| 3Y | +29.3% | +135.5% | -106.2% | +21.8% |
| 5Y | -5.7% | -33.6% | +27.9% | -11.3% |
| All | +1.8% | -28.9% | +30.7% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling