+140.2%
FAST vs ALHC
-61.5%
+201.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | +2.1% | +1.0% | +1.1% | +2.0% |
| 30D | +6.9% | -14.2% | +21.0% | +7.4% |
| 3M | +4.8% | -45.1% | +50.0% | +7.2% |
| 6M | +19.8% | -59.5% | +79.3% | +23.4% |
| YTD | +34.9% | -62.8% | +97.7% | +39.1% |
| 1Y | +32.8% | -55.5% | +88.3% | +35.6% |
| 3Y | +93.7% | +25.7% | +68.1% | +83.3% |
| 5Y | +105.3% | -66.8% | +172.1% | +100.4% |
| All | +140.2% | -61.5% | +201.6% | +131.3% |
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 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