+148.5%
FAST vs ALHC
-59.7%
+208.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.3% |
| 7D | +4.8% | +3.8% | +1.0% | +4.6% |
| 30D | +8.6% | +1.7% | +7.0% | +8.4% |
| 3M | +5.7% | -44.3% | +50.0% | +8.0% |
| 6M | +25.5% | -57.2% | +82.7% | +28.9% |
| YTD | +39.6% | -61.2% | +100.8% | +43.7% |
| 1Y | +35.5% | -53.2% | +88.7% | +38.1% |
| 3Y | +96.2% | +27.8% | +68.4% | +85.7% |
| 5Y | +110.2% | -65.4% | +175.6% | +104.9% |
| All | +148.5% | -59.7% | +208.3% | +139.0% |
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