-99.4%
FCUV vs ALHC
-61.4%
-38.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -1.9% | +137.9% | +135.5% |
| 7D | +148.8% | +0.3% | +148.5% | +149.5% |
| 30D | +95.0% | -10.6% | +105.6% | +90.7% |
| 3M | +27.8% | -45.3% | +73.1% | +11.7% |
| 6M | +121.0% | -59.7% | +180.7% | +85.5% |
| YTD | -78.1% | -62.7% | -15.4% | -81.8% |
| 1Y | -94.3% | -56.1% | -38.1% | -95.4% |
| 3Y | -98.9% | +21.3% | -120.2% | -99.4% |
| 5Y | -99.7% | -66.0% | -33.7% | -99.8% |
| All | -99.4% | -61.4% | -38.0% | -99.5% |
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 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