-24.7%
ALHC vs NWSA
+17.7%
-42.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -4.1% | -3.4% | -0.7% | -2.7% |
| 30D | -5.4% | +3.9% | -9.4% | -7.0% |
| 3M | -32.1% | +8.9% | -41.0% | -35.0% |
| 6M | -28.5% | +21.2% | -49.6% | -34.9% |
| YTD | -34.0% | +13.8% | -47.9% | -38.4% |
| 1Y | -20.9% | +1.4% | -22.3% | -22.4% |
| 3Y | +151.5% | +44.0% | +107.6% | +102.1% |
| 5Y | -28.8% | +40.5% | -69.3% | -43.6% |
| All | -24.7% | +17.7% | -42.5% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling