-40.2%
ETHA vs ALHC
-22.2%
-18.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -14.0% | -5.5% | -8.5% | -13.9% |
| 30D | -17.4% | -4.9% | -12.4% | -17.3% |
| 3M | +10.6% | -41.7% | +52.4% | +10.6% |
| 6M | -11.2% | -55.2% | +44.0% | -10.7% |
| YTD | -30.1% | -61.1% | +31.0% | -29.9% |
| 1Y | -39.6% | -53.3% | +13.7% | -39.1% |
| All | -40.2% | -22.2% | -18.1% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling