+229.1%
FANG vs ALHC
-29.3%
+258.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.7% | -1.0% | -0.8% | -1.7% |
| 30D | +6.8% | -6.3% | +13.1% | +6.9% |
| 3M | +1.3% | -12.3% | +13.6% | +1.1% |
| 6M | +11.8% | -27.0% | +38.8% | +12.0% |
| YTD | +35.1% | -31.8% | +66.9% | +35.4% |
| 1Y | +48.9% | -17.0% | +66.0% | +48.0% |
| 3Y | +42.8% | +159.8% | -117.0% | +31.6% |
| 5Y | +230.3% | -25.1% | +255.4% | +219.1% |
| All | +229.1% | -29.3% | +258.4% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling