-57.5%
ALHC vs NWSA
+7.6%
-65.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.5% | -3.1% |
| 7D | +0.3% | +2.2% | -1.9% | -0.7% |
| 30D | -10.6% | -8.8% | -1.8% | -7.0% |
| 3M | -45.3% | -6.5% | -38.8% | -43.7% |
| 6M | -59.7% | +1.5% | -61.2% | -60.2% |
| YTD | -62.7% | +4.0% | -66.8% | -63.8% |
| 1Y | -56.1% | +3.4% | -59.6% | -57.3% |
| 3Y | +21.3% | +34.8% | -13.6% | +0.1% |
| 5Y | -66.0% | +18.4% | -84.3% | -71.8% |
| All | -57.5% | +7.6% | -65.1% | -63.9% |
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 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