+76.2%
ESI vs ALHC
-30.5%
+106.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | +5.4% | -1.0% | +6.3% | +5.4% |
| 30D | -4.2% | -6.3% | +2.1% | -3.8% |
| 3M | -9.6% | -12.3% | +2.7% | -9.6% |
| 6M | +18.3% | -27.0% | +45.3% | +19.4% |
| YTD | +45.8% | -31.8% | +77.7% | +47.7% |
| 1Y | +39.2% | -17.0% | +56.2% | +38.7% |
| 3Y | +86.3% | +159.8% | -73.6% | +58.3% |
| 5Y | +76.2% | -25.1% | +101.4% | +69.0% |
| All | +76.2% | -30.5% | +106.7% | +69.0% |
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