-5.9%
FDS vs ALHC
-29.3%
+23.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.3% |
| 7D | -5.4% | -1.0% | -4.4% | -5.3% |
| 30D | +1.6% | -6.3% | +7.9% | +1.9% |
| 3M | +17.7% | -12.3% | +30.1% | +17.8% |
| 6M | +29.1% | -27.0% | +56.1% | +30.1% |
| YTD | +1.0% | -31.8% | +32.8% | +2.2% |
| 1Y | -21.6% | -17.0% | -4.6% | -21.7% |
| 3Y | -30.1% | +159.8% | -190.0% | -37.1% |
| 5Y | -20.7% | -25.1% | +4.4% | -25.3% |
| All | -5.9% | -29.3% | +23.5% | -12.8% |
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 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