+223.3%
ETN vs ALHC
-28.9%
+252.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.0% | -0.6% | +2.6% | +2.0% |
| 30D | -7.9% | -1.0% | -6.9% | -7.9% |
| 3M | -1.6% | -10.2% | +8.5% | -1.8% |
| 6M | +16.9% | -28.3% | +45.2% | +17.6% |
| YTD | +30.1% | -31.4% | +61.5% | +31.0% |
| 1Y | +19.3% | -16.9% | +36.2% | +19.0% |
| 3Y | +82.5% | +135.5% | -53.0% | +67.6% |
| 5Y | +166.8% | -33.6% | +200.5% | +154.3% |
| All | +223.3% | -28.9% | +252.2% | +201.9% |
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 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