+148.6%
EWT vs ALHC
-59.6%
+208.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.6% | +5.8% |
| 7D | +3.2% | -5.5% | +8.7% | +3.4% |
| 30D | -12.3% | -4.9% | -7.4% | -12.2% |
| 3M | -3.6% | -41.7% | +38.1% | -2.2% |
| 6M | +3.1% | -55.2% | +58.3% | +5.0% |
| YTD | +57.7% | -61.1% | +118.8% | +61.2% |
| 1Y | +60.3% | -53.3% | +113.6% | +62.5% |
| 3Y | +163.4% | +28.2% | +135.2% | +145.9% |
| 5Y | +127.4% | -65.8% | +193.2% | +118.4% |
| All | +148.6% | -59.6% | +208.2% | +132.2% |
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 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