+18.1%
EW vs ALHC
-51.4%
+69.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.1% | -5.8% | +4.0% |
| 7D | +8.3% | -0.5% | +8.8% | +8.1% |
| 30D | +13.9% | -4.2% | +18.2% | +13.8% |
| 3M | +10.9% | -39.8% | +50.7% | +12.3% |
| 6M | +19.2% | -57.7% | +77.0% | +22.9% |
| YTD | +16.6% | -58.8% | +75.3% | +19.4% |
| 1Y | +18.1% | -52.4% | +70.5% | +16.0% |
| All | +18.1% | -51.4% | +69.5% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling