+133.9%
ALHC vs FGI
-4.4%
+138.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.2% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | -1.0% | +65.4% | -66.4% | -3.1% |
| 3M | -10.2% | +23.5% | -33.7% | -11.5% |
| 6M | -28.3% | +60.5% | -88.8% | -30.6% |
| YTD | -31.4% | +30.0% | -61.4% | -33.3% |
| 1Y | -16.9% | +82.1% | -99.0% | -21.1% |
| All | +133.9% | -4.4% | +138.2% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling