+282.5%
ET vs ALHC
-59.7%
+342.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.6% |
| 7D | -1.9% | +3.8% | -5.7% | -2.0% |
| 30D | -3.1% | +1.7% | -4.7% | -3.2% |
| 3M | -3.9% | -44.3% | +40.4% | -2.7% |
| 6M | +4.0% | -57.2% | +61.2% | +5.7% |
| YTD | +26.4% | -61.2% | +87.6% | +28.7% |
| 1Y | +24.9% | -53.2% | +78.1% | +26.4% |
| 3Y | +85.2% | +27.8% | +57.3% | +77.7% |
| 5Y | +218.3% | -65.4% | +283.7% | +207.7% |
| All | +282.5% | -59.7% | +342.2% | +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