+59.0%
EWJ vs ALHC
-28.9%
+88.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | -0.6% | +3.1% | +2.5% |
| 30D | +3.3% | -1.0% | +4.3% | +3.3% |
| 3M | +5.0% | -10.2% | +15.1% | +5.0% |
| 6M | +11.5% | -28.3% | +39.8% | +12.4% |
| YTD | +22.4% | -31.4% | +53.8% | +23.5% |
| 1Y | +30.2% | -16.9% | +47.1% | +30.2% |
| 3Y | +72.8% | +135.5% | -62.7% | +60.6% |
| 5Y | +54.1% | -33.6% | +87.8% | +46.2% |
| All | +59.0% | -28.9% | +88.0% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling