+137.6%
EWY vs ALHC
-31.6%
+169.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.6% |
| 7D | +6.7% | -4.1% | +10.8% | +6.8% |
| 30D | +17.0% | -5.4% | +22.4% | +17.2% |
| 3M | +3.7% | -32.1% | +35.8% | +5.1% |
| 6M | +42.5% | -28.5% | +71.0% | +43.7% |
| YTD | +96.2% | -34.0% | +130.3% | +98.5% |
| 1Y | +160.4% | -20.9% | +181.3% | +160.9% |
| 3Y | +231.7% | +151.5% | +80.1% | +201.4% |
| 5Y | +153.3% | -28.8% | +182.1% | +139.6% |
| All | +137.6% | -31.6% | +169.2% | +120.2% |
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