+24.5%
EW vs ALHC
-55.2%
+79.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.5% |
| 7D | +12.3% | +3.9% | +8.4% | +12.1% |
| 30D | +22.9% | -3.6% | +26.5% | +23.0% |
| 3M | +16.7% | -49.4% | +66.1% | +19.0% |
| 6M | +31.0% | -59.5% | +90.4% | +34.6% |
| YTD | +22.8% | -63.2% | +86.0% | +26.2% |
| All | +24.5% | -55.2% | +79.7% | +19.5% |
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