+151.5%
FAST vs ALHC
-59.6%
+211.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +4.3% | -5.5% | +9.8% | +4.5% |
| 30D | +8.3% | -4.9% | +13.3% | +8.5% |
| 3M | +6.5% | -41.7% | +48.2% | +8.6% |
| 6M | +29.5% | -55.2% | +84.7% | +32.8% |
| YTD | +41.3% | -61.1% | +102.3% | +45.4% |
| 1Y | +37.4% | -53.3% | +90.7% | +40.0% |
| 3Y | +98.5% | +28.2% | +70.4% | +87.8% |
| 5Y | +111.1% | -65.8% | +176.9% | +105.9% |
| All | +151.5% | -59.6% | +211.1% | +141.8% |
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