-21.8%
ALHC vs NWSA
+20.8%
-42.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | -0.6% | -1.9% | +1.3% | +0.2% |
| 30D | -1.0% | +4.6% | -5.6% | -3.1% |
| 3M | -10.2% | +13.2% | -23.4% | -15.3% |
| 6M | -28.3% | +27.0% | -55.3% | -36.1% |
| YTD | -31.4% | +16.8% | -48.3% | -36.7% |
| 1Y | -16.9% | +4.5% | -21.4% | -19.5% |
| 3Y | +135.5% | +46.2% | +89.3% | +88.1% |
| 5Y | -33.6% | +40.9% | -74.5% | -47.9% |
| All | -21.8% | +20.8% | -42.6% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling