-99.9%
FCUV vs ALHC
-27.5%
-72.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.2% | -3.8% | -8.0% |
| 7D | -63.8% | -4.1% | -59.6% | -64.4% |
| 30D | -14.7% | -5.4% | -9.2% | -16.3% |
| 3M | +65.3% | -32.1% | +97.4% | +59.1% |
| 6M | -68.5% | -28.5% | -40.0% | -71.0% |
| YTD | -83.0% | -34.0% | -49.0% | -84.1% |
| 1Y | -94.4% | -20.9% | -73.5% | -95.0% |
| 3Y | -99.3% | +151.5% | -250.8% | -99.6% |
| 5Y | -99.9% | -28.8% | -71.0% | -99.9% |
| All | -99.9% | -27.5% | -72.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling