+178.6%
ETN vs ALHC
-61.4%
+240.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | -13.4% | -10.6% | -2.8% | -13.1% |
| 3M | -21.9% | -45.3% | +23.4% | -20.6% |
| 6M | -12.8% | -59.7% | +46.9% | -10.8% |
| YTD | +12.1% | -62.7% | +74.8% | +14.8% |
| 1Y | +0.8% | -56.1% | +56.9% | +2.5% |
| 3Y | +64.5% | +21.3% | +43.2% | +54.8% |
| 5Y | +121.7% | -66.0% | +187.7% | +115.8% |
| All | +178.6% | -61.4% | +240.0% | +164.7% |
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