-27.5%
FBTC vs ALHC
-16.6%
-10.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | +23.0% | -1.0% | +24.0% | +23.0% |
| 3M | +25.6% | -10.2% | +35.7% | +26.8% |
| 6M | +9.0% | -28.3% | +37.3% | +9.6% |
| YTD | -8.9% | -31.4% | +22.5% | -8.3% |
| 1Y | -27.5% | -16.9% | -10.6% | -26.0% |
| All | -27.5% | -16.6% | -10.9% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling