+135.3%
EWY vs ALHC
-28.9%
+164.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | -0.6% | +5.4% | +4.8% |
| 30D | +11.7% | -1.0% | +12.7% | +11.7% |
| 3M | -7.4% | -10.2% | +2.7% | -7.3% |
| 6M | +40.6% | -28.3% | +68.8% | +41.8% |
| YTD | +94.3% | -31.4% | +125.7% | +96.2% |
| 1Y | +164.3% | -16.9% | +181.2% | +164.3% |
| 3Y | +221.0% | +135.5% | +85.5% | +193.6% |
| 5Y | +139.1% | -33.6% | +172.8% | +126.8% |
| All | +135.3% | -28.9% | +164.2% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling