-53.2%
ALHC vs NWSA
-0.1%
-53.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +3.8% | -9.7% | +13.5% | +7.4% |
| 30D | +1.7% | -8.6% | +10.3% | +4.9% |
| 3M | -44.3% | -6.3% | -38.1% | -42.5% |
| 6M | -57.2% | -1.2% | -56.0% | -56.4% |
| YTD | -61.2% | +2.6% | -63.8% | -60.5% |
| 1Y | -53.2% | 0.0% | -53.2% | -51.7% |
| All | -53.2% | -0.1% | -53.0% | -51.7% |
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