+50.9%
EWZ vs ALHC
-61.8%
+112.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.0% |
| 7D | +1.4% | +3.9% | -2.5% | +1.1% |
| 30D | -25.1% | -3.6% | -21.5% | -25.0% |
| 3M | -7.7% | -49.4% | +41.7% | -4.3% |
| 6M | -15.8% | -59.5% | +43.6% | -12.2% |
| YTD | +3.6% | -63.2% | +66.8% | +8.5% |
| 1Y | +5.5% | -55.5% | +61.0% | +9.1% |
| 3Y | +22.1% | +23.0% | -0.9% | +14.6% |
| 5Y | +58.3% | -65.7% | +124.1% | +58.5% |
| All | +50.9% | -61.8% | +112.7% | +47.9% |
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