+142.7%
EWY vs ALHC
-31.9%
+174.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -4.1% |
| 7D | +1.2% | -5.8% | +7.0% | +1.5% |
| 30D | +9.3% | -3.3% | +12.6% | +9.4% |
| 3M | +2.4% | -37.9% | +40.4% | +4.2% |
| 6M | +40.3% | -29.5% | +69.8% | +41.6% |
| YTD | +88.0% | -35.4% | +123.4% | +90.4% |
| 1Y | +143.8% | -22.4% | +166.2% | +144.6% |
| 3Y | +217.8% | +146.3% | +71.4% | +187.4% |
| 5Y | +142.7% | -32.0% | +174.7% | +123.4% |
| All | +142.7% | -31.9% | +174.6% | +123.4% |
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