+116.1%
EWT vs ALHC
-63.9%
+179.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.2% |
| 7D | -3.7% | +3.8% | -7.4% | -3.8% |
| 30D | -17.2% | +1.7% | -18.8% | -17.2% |
| 3M | -7.3% | -44.3% | +37.0% | -5.7% |
| 6M | -1.5% | -57.2% | +55.7% | +0.6% |
| YTD | +49.0% | -61.2% | +110.2% | +52.5% |
| 1Y | +50.6% | -53.2% | +103.8% | +52.7% |
| 3Y | +148.9% | +27.8% | +121.1% | +130.1% |
| 5Y | +116.1% | -65.4% | +181.5% | +116.0% |
| All | +116.1% | -63.9% | +179.9% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling