+48.0%
EWJ vs ALHC
-60.6%
+108.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | -6.0% | -9.6% | +3.6% | -5.7% |
| 3M | -6.5% | -44.5% | +38.1% | -4.5% |
| 6M | -0.1% | -59.2% | +59.1% | +2.9% |
| YTD | +13.9% | -62.0% | +75.9% | +17.3% |
| 1Y | +13.1% | -54.8% | +67.9% | +15.6% |
| 3Y | +65.0% | +25.0% | +40.0% | +57.7% |
| 5Y | +47.0% | -65.3% | +112.3% | +42.4% |
| All | +48.0% | -60.6% | +108.6% | +40.7% |
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