+55.2%
EWT vs ALHC
-51.4%
+106.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.1% | -11.4% | -1.1% |
| 7D | -10.9% | -0.5% | -10.4% | -10.8% |
| 30D | -17.7% | -4.2% | -13.5% | -17.7% |
| 3M | -5.0% | -39.8% | +34.8% | -5.8% |
| 6M | +7.4% | -57.7% | +65.1% | +7.3% |
| YTD | +52.8% | -58.8% | +111.6% | +49.6% |
| 1Y | +55.2% | -52.4% | +107.6% | +48.2% |
| All | +55.2% | -51.4% | +106.6% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling