+48.7%
EWZ vs ALHC
-59.7%
+108.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -1.8% |
| 7D | +1.3% | +3.8% | -2.5% | +1.0% |
| 30D | -26.2% | +1.7% | -27.8% | -26.3% |
| 3M | -8.6% | -44.3% | +35.7% | -5.8% |
| 6M | -17.0% | -57.2% | +40.2% | -13.7% |
| YTD | +2.2% | -61.2% | +63.3% | +6.6% |
| 1Y | +2.7% | -53.2% | +55.8% | +5.8% |
| 3Y | +18.2% | +27.8% | -9.6% | +10.7% |
| 5Y | +56.0% | -65.4% | +121.4% | +56.1% |
| All | +48.7% | -59.7% | +108.5% | +45.3% |
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