+315.7%
ET vs ALHC
-28.9%
+344.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | +7.5% | -1.0% | +8.5% | +7.5% |
| 3M | +11.4% | -10.2% | +21.6% | +11.3% |
| 6M | +18.5% | -28.3% | +46.8% | +19.1% |
| YTD | +37.4% | -31.4% | +68.8% | +38.1% |
| 1Y | +30.9% | -16.9% | +47.9% | +30.8% |
| 3Y | +98.7% | +135.5% | -36.7% | +87.4% |
| 5Y | +230.7% | -33.6% | +264.3% | +216.5% |
| All | +315.7% | -28.9% | +344.6% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling