+18.3%
EW vs ALHC
+136.3%
-118.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -0.3% | -0.6% | +0.2% | -0.3% |
| 30D | +1.0% | -1.0% | +2.1% | +1.0% |
| 3M | +2.8% | -10.2% | +13.0% | +2.8% |
| 6M | +5.5% | -28.3% | +33.8% | +6.1% |
| YTD | +5.5% | -31.4% | +36.9% | +6.2% |
| 1Y | +11.0% | -16.9% | +28.0% | +11.3% |
| All | +18.3% | +136.3% | -118.0% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling