+8.5%
ETSY vs ALHC
+141.7%
-133.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.8% |
| 7D | -10.9% | -1.0% | -10.0% | -10.9% |
| 30D | -14.9% | -6.3% | -8.5% | -14.5% |
| 3M | +5.8% | -12.3% | +18.1% | +5.7% |
| 6M | +29.1% | -27.0% | +56.1% | +30.2% |
| YTD | +31.3% | -31.8% | +63.2% | +33.1% |
| 1Y | +25.1% | -17.0% | +42.1% | +24.6% |
| 3Y | +8.5% | +159.8% | -151.4% | -18.4% |
| All | +8.5% | +141.7% | -133.2% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling