+9.7%
ALHC vs FGI
-68.3%
+78.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.6% | +0.1% |
| 7D | -5.5% | +6.9% | -12.4% | -5.7% |
| 30D | -4.9% | +3.9% | -8.9% | -5.1% |
| 3M | -41.7% | +74.3% | -116.0% | -44.3% |
| 6M | -55.2% | +28.9% | -84.1% | -56.8% |
| YTD | -61.1% | +39.1% | -100.2% | -63.5% |
| 1Y | -53.3% | +49.3% | -102.7% | -56.9% |
| 3Y | +28.2% | +5.7% | +22.4% | +12.5% |
| All | +9.7% | -68.3% | +78.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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