+230.2%
EWY vs ALHC
+141.7%
+88.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | +8.0% | -1.0% | +9.0% | +8.0% |
| 30D | +14.3% | -6.3% | +20.7% | +14.4% |
| 3M | +2.3% | -12.3% | +14.6% | +2.7% |
| 6M | +49.9% | -27.0% | +76.9% | +50.5% |
| YTD | +95.3% | -31.8% | +127.2% | +96.2% |
| 1Y | +161.7% | -17.0% | +178.7% | +162.8% |
| 3Y | +230.2% | +159.8% | +70.3% | +220.6% |
| All | +230.2% | +141.7% | +88.5% | +220.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling