-52.4%
ALHC vs NWSA
+18.2%
-70.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +3.7% | +6.4% | +9.2% |
| 7D | -0.5% | +4.3% | -4.8% | -1.4% |
| 30D | -4.2% | +5.6% | -9.8% | -5.4% |
| 3M | -39.8% | +7.3% | -47.0% | -40.6% |
| 6M | -57.7% | +18.8% | -76.6% | -59.1% |
| YTD | -58.8% | +17.9% | -76.7% | -60.0% |
| 1Y | -52.4% | +19.3% | -71.7% | -53.9% |
| All | -52.4% | +18.2% | -70.6% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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