+123.7%
FAST vs ALHC
-28.9%
+152.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -0.8% | -1.0% | +0.2% | -0.8% |
| 3M | +5.8% | -10.2% | +15.9% | +5.5% |
| 6M | +8.0% | -28.3% | +36.3% | +8.7% |
| YTD | +25.6% | -31.4% | +57.1% | +26.6% |
| 1Y | +0.8% | -16.9% | +17.7% | +0.5% |
| 3Y | +86.1% | +135.5% | -49.4% | +70.5% |
| 5Y | +100.2% | -33.6% | +133.8% | +90.6% |
| All | +123.7% | -28.9% | +152.6% | +110.5% |
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 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