-99.7%
FCUV vs ALHC
-60.6%
-39.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -2.2% |
| 7D | +2.4% | -0.8% | +3.2% | +2.1% |
| 30D | -25.9% | -9.6% | -16.3% | -27.6% |
| 3M | -44.8% | -44.5% | -0.2% | -51.7% |
| 6M | -3.5% | -59.2% | +55.7% | -18.7% |
| YTD | -90.7% | -62.0% | -28.7% | -92.3% |
| 1Y | -97.9% | -54.8% | -43.1% | -98.3% |
| 3Y | -99.5% | +25.0% | -124.5% | -99.8% |
| 5Y | -99.9% | -65.3% | -34.5% | -99.9% |
| All | -99.7% | -60.6% | -39.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling