-62.2%
ETSY vs ALHC
-28.9%
-33.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -8.5% | -0.6% | -7.9% | -8.4% |
| 30D | -10.9% | -1.0% | -9.9% | -10.8% |
| 3M | +14.1% | -10.2% | +24.3% | +13.6% |
| 6M | +37.5% | -28.3% | +65.8% | +41.4% |
| YTD | +38.0% | -31.4% | +69.4% | +42.7% |
| 1Y | +46.5% | -16.9% | +63.5% | +44.6% |
| 3Y | +2.5% | +135.5% | -133.0% | -31.9% |
| 5Y | -65.3% | -33.6% | -31.7% | -72.2% |
| All | -62.2% | -28.9% | -33.3% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling