+175.4%
ETR vs ALHC
-61.4%
+236.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +7.0% | -10.6% | +17.6% | +7.4% |
| 3M | +4.6% | -45.3% | +49.9% | +6.6% |
| 6M | +0.1% | -59.7% | +59.8% | +2.6% |
| YTD | +23.2% | -62.7% | +85.9% | +26.3% |
| 1Y | +20.6% | -56.1% | +76.7% | +22.9% |
| 3Y | +156.3% | +21.3% | +135.0% | +150.4% |
| 5Y | +159.6% | -66.0% | +225.6% | +159.3% |
| All | +175.4% | -61.4% | +236.8% | +174.9% |
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 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