+282.3%
ET vs ALHC
-60.6%
+342.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | -3.5% | -9.6% | +6.2% | -3.3% |
| 3M | -5.6% | -44.5% | +38.9% | -4.4% |
| 6M | +0.5% | -59.2% | +59.7% | +2.3% |
| YTD | +26.3% | -62.0% | +88.4% | +28.7% |
| 1Y | +25.7% | -54.8% | +80.5% | +27.3% |
| 3Y | +85.1% | +25.0% | +60.1% | +77.7% |
| 5Y | +216.4% | -65.3% | +281.7% | +206.2% |
| All | +282.3% | -60.6% | +342.9% | +264.9% |
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