+238.2%
FANG vs ALHC
-31.9%
+270.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.4% | +1.4% |
| 7D | +1.2% | -5.8% | +7.0% | +1.3% |
| 30D | +2.4% | -3.3% | +5.7% | +2.4% |
| 3M | +5.1% | -37.9% | +43.0% | +5.7% |
| 6M | +16.4% | -29.5% | +45.9% | +16.6% |
| YTD | +39.0% | -35.4% | +74.4% | +39.3% |
| 1Y | +50.6% | -22.4% | +73.1% | +49.9% |
| 3Y | +46.9% | +146.3% | -99.4% | +35.7% |
| 5Y | +238.2% | -32.0% | +270.2% | +234.3% |
| All | +238.2% | -31.9% | +270.1% | +234.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling