-64.6%
ETSY vs ALHC
-33.0%
-31.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.9% |
| 7D | -12.7% | -5.8% | -6.9% | -11.8% |
| 30D | -9.9% | -3.3% | -6.6% | -9.4% |
| 3M | +4.2% | -37.9% | +42.1% | +12.2% |
| 6M | +34.2% | -29.5% | +63.7% | +38.3% |
| YTD | +29.1% | -35.4% | +64.5% | +35.0% |
| 1Y | +23.8% | -22.4% | +46.2% | +23.8% |
| 3Y | +6.6% | +146.3% | -139.7% | -30.6% |
| 5Y | -67.0% | -32.0% | -35.0% | -73.5% |
| All | -64.6% | -33.0% | -31.6% | -71.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling