-97.3%
FCEL vs ALHC
-61.8%
-35.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +8.9% |
| 7D | +3.0% | +3.9% | -0.8% | +1.8% |
| 30D | -40.0% | -3.6% | -36.3% | -39.6% |
| 3M | -47.0% | -49.4% | +2.4% | -36.9% |
| 6M | -21.0% | -59.5% | +38.4% | -0.5% |
| YTD | +48.0% | -63.2% | +111.2% | +87.9% |
| 1Y | +43.9% | -55.5% | +99.4% | +71.0% |
| 3Y | -67.5% | +23.0% | -90.5% | -75.7% |
| 5Y | -96.7% | -65.7% | -30.9% | -97.0% |
| All | -97.3% | -61.8% | -35.4% | -98.0% |
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 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