-22.2%
ALHC vs IFF
-29.7%
+7.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -6.3% | -0.3% | -6.0% | -6.3% |
| 3M | -12.3% | +18.6% | -30.9% | -15.6% |
| 6M | -27.0% | +17.4% | -44.4% | -30.0% |
| YTD | -31.8% | +28.5% | -60.3% | -36.3% |
| 1Y | -17.0% | +32.5% | -49.5% | -23.2% |
| 3Y | +159.8% | +34.1% | +125.8% | +128.7% |
| 5Y | -25.1% | -35.2% | +10.0% | -11.9% |
| All | -22.2% | -29.7% | +7.5% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling