+90.5%
ESI vs ALHC
-61.8%
+152.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | -3.5% | +3.9% | -7.3% | -3.7% |
| 30D | -9.3% | -3.6% | -5.6% | -9.1% |
| 3M | -12.8% | -49.4% | +36.6% | -9.2% |
| 6M | -24.6% | -59.5% | +34.8% | -21.0% |
| YTD | +32.7% | -63.2% | +95.9% | +39.5% |
| 1Y | +20.3% | -55.5% | +75.8% | +24.6% |
| 3Y | +80.2% | +23.0% | +57.2% | +62.7% |
| 5Y | +40.0% | -65.7% | +105.7% | +36.7% |
| All | +90.5% | -61.8% | +152.4% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling