+75.1%
EWZ vs ALHC
-28.9%
+104.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -0.6% | +7.1% | +6.5% |
| 30D | +4.8% | -1.0% | +5.9% | +4.9% |
| 3M | +9.9% | -10.2% | +20.0% | +9.9% |
| 6M | +1.9% | -28.3% | +30.2% | +3.1% |
| YTD | +20.3% | -31.4% | +51.7% | +21.8% |
| 1Y | +35.6% | -16.9% | +52.6% | +35.5% |
| 3Y | +43.4% | +135.5% | -92.0% | +29.5% |
| 5Y | +55.9% | -33.6% | +89.6% | +50.0% |
| All | +75.1% | -28.9% | +104.1% | +66.0% |
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 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