-62.2%
ALHC vs NWSA
+12.8%
-74.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | +1.0% | -9.4% | +10.3% | +5.7% |
| 30D | -14.2% | -7.8% | -6.4% | -10.9% |
| 3M | -45.1% | -10.8% | -34.4% | -42.3% |
| 6M | -59.5% | +1.1% | -60.6% | -60.1% |
| YTD | -62.8% | +1.8% | -64.6% | -63.7% |
| 1Y | -55.5% | +6.0% | -61.5% | -57.5% |
| 3Y | +25.7% | +24.6% | +1.1% | +5.6% |
| All | -62.2% | +12.8% | -74.9% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling