+237.8%
FANG vs ALHC
-33.8%
+271.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +2.9% | -6.9% | +9.8% | +3.0% |
| 30D | +2.6% | -6.7% | +9.3% | +2.7% |
| 3M | +7.6% | -37.7% | +45.3% | +8.4% |
| 6M | +17.3% | -30.0% | +47.3% | +17.6% |
| YTD | +38.7% | -36.2% | +74.8% | +39.2% |
| 1Y | +51.6% | -22.9% | +74.5% | +50.9% |
| 3Y | +50.0% | +138.4% | -88.4% | +38.5% |
| 5Y | +237.6% | -32.8% | +270.3% | +227.3% |
| All | +237.8% | -33.8% | +271.7% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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