+24.9%
ESI vs ALHC
-51.4%
+76.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +10.1% | -14.8% | -5.1% |
| 7D | -6.6% | -0.5% | -6.1% | -6.5% |
| 30D | -10.9% | -4.2% | -6.7% | -10.8% |
| 3M | -13.8% | -39.8% | +26.0% | -12.3% |
| 6M | -21.5% | -57.7% | +36.2% | -18.9% |
| YTD | +34.7% | -58.8% | +93.5% | +32.0% |
| 1Y | +24.9% | -52.4% | +77.3% | +12.2% |
| All | +24.9% | -51.4% | +76.3% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling