+75.7%
ESI vs ALHC
-33.5%
+109.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | -5.9% | -1.0% | -4.8% | -5.9% |
| 3M | -14.1% | -10.2% | -3.9% | -14.3% |
| 6M | +6.6% | -28.3% | +34.9% | +7.7% |
| YTD | +45.0% | -31.4% | +76.5% | +46.8% |
| 1Y | +41.5% | -16.9% | +58.4% | +41.0% |
| 3Y | +78.8% | +135.5% | -56.7% | +54.1% |
| All | +75.7% | -33.5% | +109.2% | +66.4% |
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