-56.1%
ALHC vs NWSA
+2.3%
-58.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.5% | -2.7% |
| 7D | +0.3% | +2.2% | -1.9% | -0.4% |
| 30D | -10.6% | -8.8% | -1.8% | -7.8% |
| 3M | -45.3% | -6.5% | -38.8% | -43.7% |
| 6M | -59.7% | +1.5% | -61.2% | -59.2% |
| YTD | -62.7% | +4.0% | -66.8% | -62.3% |
| 1Y | -56.1% | +3.4% | -59.6% | -55.5% |
| All | -56.1% | +2.3% | -58.4% | -55.5% |
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 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