-98.5%
FCUV vs ALHC
-28.9%
-69.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | 0.0% | -13.6% | -13.7% |
| 7D | +62.8% | -0.6% | +63.4% | +62.5% |
| 30D | +66.5% | -1.0% | +67.5% | +68.5% |
| 3M | +459.9% | -10.2% | +470.1% | +419.6% |
| 6M | -12.4% | -28.3% | +15.9% | -17.3% |
| YTD | -47.5% | -31.4% | -16.1% | -49.9% |
| 1Y | -80.5% | -16.9% | -63.6% | -82.3% |
| 3Y | -97.6% | +135.5% | -233.1% | -98.6% |
| 5Y | -99.5% | -33.6% | -65.9% | -99.6% |
| All | -98.5% | -28.9% | -69.6% | -98.7% |
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