+9.0%
FDS vs ALHC
-59.6%
+68.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.7% |
| 7D | -2.1% | -5.5% | +3.4% | -1.9% |
| 30D | +16.0% | -4.9% | +21.0% | +16.2% |
| 3M | +18.8% | -41.7% | +60.5% | +21.5% |
| 6M | +54.1% | -55.2% | +109.3% | +58.6% |
| YTD | +17.0% | -61.1% | +78.1% | +21.2% |
| 1Y | +25.5% | -53.3% | +78.9% | +28.5% |
| 3Y | -23.3% | +28.2% | -51.5% | -28.2% |
| 5Y | -22.6% | -65.8% | +43.2% | -25.0% |
| All | +9.0% | -59.6% | +68.7% | +3.5% |
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