+18.1%
EWZ vs ALHC
+25.6%
-7.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | -1.1% |
| 7D | -4.2% | -6.2% | +2.0% | -3.9% |
| 30D | -26.1% | -9.7% | -16.5% | -25.8% |
| 3M | -12.0% | -44.7% | +32.7% | -10.0% |
| 6M | -19.3% | -58.7% | +39.4% | -16.7% |
| YTD | +0.9% | -61.7% | +62.6% | +4.2% |
| 1Y | +3.4% | -55.7% | +59.1% | +6.0% |
| All | +18.1% | +25.6% | -7.4% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling