+70.3%
EVRG vs ALHC
-31.6%
+101.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.1% |
| 7D | +0.6% | -4.1% | +4.7% | +0.7% |
| 30D | -0.2% | -5.4% | +5.2% | 0.0% |
| 3M | -0.5% | -32.1% | +31.7% | +0.7% |
| 6M | +0.2% | -28.5% | +28.7% | +0.8% |
| YTD | +14.9% | -34.0% | +48.9% | +15.8% |
| 1Y | +18.2% | -20.9% | +39.2% | +18.3% |
| 3Y | +70.2% | +151.5% | -81.4% | +60.4% |
| 5Y | +45.3% | -28.8% | +74.2% | +39.9% |
| All | +70.3% | -31.6% | +101.9% | +66.6% |
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