+105.0%
FAST vs ALHC
-62.4%
+167.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.3% |
| 7D | +0.7% | -6.2% | +6.9% | +0.9% |
| 30D | +4.6% | -9.7% | +14.3% | +5.0% |
| 3M | +6.4% | -44.7% | +51.1% | +8.8% |
| 6M | +20.6% | -58.7% | +79.3% | +24.3% |
| YTD | +34.7% | -61.7% | +96.4% | +38.9% |
| 1Y | +29.7% | -55.7% | +85.3% | +32.6% |
| 3Y | +89.9% | +25.6% | +64.3% | +78.8% |
| 5Y | +105.0% | -65.8% | +170.8% | +104.5% |
| All | +105.0% | -62.4% | +167.4% | +104.5% |
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