+66.9%
FBTC vs ALHC
+58.4%
+8.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +1.5% | -1.0% | +2.5% | +1.6% |
| 30D | +20.7% | -6.3% | +27.0% | +20.9% |
| 3M | +23.7% | -12.3% | +36.0% | +24.1% |
| 6M | +15.0% | -27.0% | +42.0% | +15.8% |
| YTD | -10.5% | -31.8% | +21.3% | -9.6% |
| 1Y | -30.3% | -17.0% | -13.2% | -30.1% |
| All | +66.9% | +58.4% | +8.5% | +58.2% |
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