-99.5%
FCUV vs ALHC
+30.0%
-129.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +9.0% |
| 7D | -15.3% | +3.8% | -19.1% | -12.8% |
| 30D | -29.7% | +1.7% | -31.4% | -28.8% |
| 3M | -54.5% | -44.3% | -10.2% | -72.4% |
| 6M | -26.7% | -57.2% | +30.5% | -58.6% |
| YTD | -91.0% | -61.2% | -29.8% | -94.9% |
| 1Y | -98.0% | -53.2% | -44.8% | -98.9% |
| 3Y | -99.5% | +27.8% | -127.4% | -99.8% |
| All | -99.5% | +30.0% | -129.5% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling