-8.2%
EW vs ALHC
-66.2%
+58.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.4% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | +23.9% | -10.6% | +34.5% | +24.9% |
| 3M | +15.8% | -45.3% | +61.1% | +20.7% |
| 6M | +31.7% | -59.7% | +91.4% | +39.5% |
| YTD | +25.7% | -62.7% | +88.4% | +33.5% |
| 1Y | +24.4% | -56.1% | +80.5% | +30.0% |
| 3Y | +65.9% | +21.3% | +44.6% | +46.2% |
| All | -8.2% | -66.2% | +58.1% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling