+56.1%
EWJ vs ALHC
-33.0%
+89.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -1.5% | -5.8% | +4.3% | -1.3% |
| 30D | +0.2% | -3.3% | +3.5% | +0.3% |
| 3M | +8.6% | -37.9% | +46.5% | +10.4% |
| 6M | +12.1% | -29.5% | +41.7% | +13.1% |
| YTD | +20.1% | -35.4% | +55.5% | +21.4% |
| 1Y | +25.2% | -22.4% | +47.6% | +25.5% |
| 3Y | +70.8% | +146.3% | -75.6% | +58.1% |
| 5Y | +49.2% | -32.0% | +81.2% | +41.6% |
| All | +56.1% | -33.0% | +89.1% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling