+315.9%
ET vs ALHC
-29.3%
+345.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | +6.9% | -6.3% | +13.2% | +7.0% |
| 3M | +13.1% | -12.3% | +25.4% | +13.1% |
| 6M | +18.7% | -27.0% | +45.7% | +19.2% |
| YTD | +37.4% | -31.8% | +69.3% | +38.2% |
| 1Y | +34.8% | -17.0% | +51.8% | +34.7% |
| 3Y | +96.8% | +159.8% | -63.0% | +84.6% |
| 5Y | +238.2% | -25.1% | +263.4% | +224.5% |
| All | +315.9% | -29.3% | +345.2% | +291.9% |
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