+49.1%
EWZ vs ALHC
-61.4%
+110.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -24.4% | -10.6% | -13.8% | -23.9% |
| 3M | -4.6% | -45.3% | +40.7% | -1.5% |
| 6M | -11.6% | -59.7% | +48.2% | -7.6% |
| YTD | +2.4% | -62.7% | +65.1% | +7.1% |
| 1Y | +2.1% | -56.1% | +58.2% | +5.6% |
| 3Y | +18.7% | +21.3% | -2.5% | +11.5% |
| 5Y | +54.2% | -66.0% | +120.1% | +54.3% |
| All | +49.1% | -61.4% | +110.4% | +46.0% |
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