+156.4%
EWT vs ALHC
-30.5%
+186.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | +1.6% | -1.0% | +2.6% | +1.7% |
| 30D | +8.2% | -6.3% | +14.5% | +8.4% |
| 3M | +11.1% | -12.3% | +23.4% | +10.9% |
| 6M | +60.4% | -27.0% | +87.4% | +61.1% |
| YTD | +75.6% | -31.8% | +107.4% | +76.7% |
| 1Y | +91.3% | -17.0% | +108.3% | +90.7% |
| 3Y | +200.3% | +159.8% | +40.4% | +170.0% |
| 5Y | +156.4% | -25.1% | +181.5% | +136.9% |
| All | +156.4% | -30.5% | +186.9% | +136.9% |
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