-64.8%
ETSY vs ALHC
-31.6%
-33.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.6% |
| 7D | -12.9% | -4.1% | -8.8% | -12.2% |
| 30D | -11.5% | -5.4% | -6.0% | -10.6% |
| 3M | +3.5% | -32.1% | +35.7% | +9.6% |
| 6M | +27.6% | -28.5% | +56.1% | +31.2% |
| YTD | +28.4% | -34.0% | +62.4% | +33.8% |
| 1Y | +27.1% | -20.9% | +48.0% | +26.6% |
| 3Y | +6.0% | +151.5% | -145.5% | -31.3% |
| 5Y | -67.1% | -28.8% | -38.3% | -73.7% |
| All | -64.8% | -31.6% | -33.2% | -71.7% |
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 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