+22.1%
EW vs ALHC
-53.5%
+75.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.8% |
| 7D | +9.3% | +3.8% | +5.5% | +9.1% |
| 30D | +22.1% | +1.7% | +20.4% | +21.9% |
| 3M | +13.0% | -44.3% | +57.4% | +14.8% |
| 6M | +30.1% | -57.2% | +87.3% | +33.4% |
| YTD | +22.0% | -61.2% | +83.2% | +25.1% |
| All | +22.1% | -53.5% | +75.6% | +17.7% |
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