-67.6%
ETSY vs ALHC
-65.9%
-1.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | -3.5% | -0.8% | -2.7% | -3.4% |
| 30D | +11.4% | -9.6% | +21.0% | +13.3% |
| 3M | +10.9% | -44.5% | +55.4% | +22.4% |
| 6M | +53.5% | -59.2% | +112.7% | +75.3% |
| YTD | +59.3% | -62.0% | +121.3% | +82.3% |
| 1Y | +38.2% | -54.8% | +93.0% | +51.4% |
| 3Y | +39.6% | +25.0% | +14.6% | -0.3% |
| 5Y | -67.6% | -65.3% | -2.2% | -64.9% |
| All | -67.6% | -65.9% | -1.6% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling