+63.8%
ESI vs AHR
+357.7%
-293.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +3.9% | -4.3% | +8.3% | +4.8% |
| 30D | -3.8% | -3.1% | -0.7% | -3.3% |
| 3M | -13.1% | +15.7% | -28.8% | -16.5% |
| 6M | +11.3% | +4.1% | +7.3% | +9.7% |
| YTD | +44.1% | +15.4% | +28.7% | +38.1% |
| 1Y | +40.3% | +28.0% | +12.4% | +29.8% |
| All | +63.8% | +357.7% | -293.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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