-52.4%
ALHC vs FIGR
-41.8%
-10.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +4.2% | +6.0% | +9.9% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | -4.2% | -17.6% | +13.4% | -3.3% |
| 3M | -39.8% | -16.7% | -23.1% | -39.4% |
| 6M | -57.7% | -36.1% | -21.6% | -57.2% |
| YTD | -58.8% | -43.6% | -15.2% | -58.1% |
| 1Y | -52.4% | -39.8% | -12.5% | -51.1% |
| All | -52.4% | -41.8% | -10.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling