-29.2%
ETHA vs ALHC
+31.9%
-61.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.8% |
| 7D | +2.9% | -4.1% | +7.1% | +2.9% |
| 30D | +31.4% | -5.4% | +36.8% | +31.3% |
| 3M | +48.9% | -32.1% | +81.0% | +48.7% |
| 6M | +20.9% | -28.5% | +49.4% | +21.2% |
| YTD | -17.2% | -34.0% | +16.9% | -17.0% |
| 1Y | -42.8% | -20.9% | -21.9% | -42.2% |
| All | -29.2% | +31.9% | -61.1% | -29.0% |
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 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