-55.7%
ALHC vs FIVN
-82.5%
+26.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +6.1% |
| 7D | +3.8% | -22.4% | +26.2% | +7.8% |
| 30D | +1.7% | -23.8% | +25.4% | +5.7% |
| 3M | -44.3% | -19.5% | -24.8% | -43.2% |
| 6M | -57.2% | +25.6% | -82.8% | -60.4% |
| YTD | -61.2% | +38.4% | -99.6% | -65.7% |
| 1Y | -53.2% | +33.7% | -86.8% | -58.4% |
| 3Y | +27.8% | -56.2% | +84.0% | +47.0% |
| 5Y | -65.4% | -82.9% | +17.5% | -46.5% |
| All | -55.7% | -82.5% | +26.9% | -35.8% |
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