-24.7%
ALHC vs FIVN
-80.9%
+56.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.7% |
| 7D | -4.1% | -9.6% | +5.5% | -2.4% |
| 30D | -5.4% | -11.9% | +6.5% | -3.6% |
| 3M | -32.1% | +40.1% | -72.2% | -36.7% |
| 6M | -28.5% | +68.3% | -96.8% | -38.0% |
| YTD | -34.0% | +51.5% | -85.5% | -41.7% |
| 1Y | -20.9% | +15.1% | -36.1% | -25.7% |
| 3Y | +151.5% | -55.6% | +207.1% | +195.9% |
| 5Y | -28.8% | -82.4% | +53.6% | +11.2% |
| All | -24.7% | -80.9% | +56.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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