+177.3%
EWT vs ALHC
-31.6%
+208.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | +2.1% | -4.1% | +6.2% | +2.3% |
| 30D | +9.4% | -5.4% | +14.8% | +9.6% |
| 3M | +10.9% | -32.1% | +43.0% | +12.0% |
| 6M | +57.9% | -28.5% | +86.4% | +58.7% |
| YTD | +75.9% | -34.0% | +109.9% | +77.2% |
| 1Y | +89.7% | -20.9% | +110.6% | +89.5% |
| 3Y | +200.9% | +151.5% | +49.3% | +172.8% |
| 5Y | +154.5% | -28.8% | +183.3% | +139.4% |
| All | +177.3% | -31.6% | +208.9% | +155.2% |
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