-32.0%
ALHC vs IFF
-36.2%
+4.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -5.8% | -2.8% | -3.0% | -5.2% |
| 30D | -3.3% | -1.1% | -2.2% | -3.1% |
| 3M | -37.9% | +13.8% | -51.8% | -39.7% |
| 6M | -29.5% | +16.7% | -46.2% | -32.2% |
| YTD | -35.4% | +26.1% | -61.5% | -39.2% |
| 1Y | -22.4% | +33.5% | -55.9% | -28.2% |
| 3Y | +146.3% | +31.6% | +114.7% | +118.3% |
| 5Y | -32.0% | -34.9% | +2.9% | -19.7% |
| All | -32.0% | -36.2% | +4.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling