+6.4%
FDS vs ALHC
-61.8%
+68.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -5.0% | +3.9% | -8.8% | -5.1% |
| 30D | +13.8% | -3.6% | +17.4% | +13.8% |
| 3M | +14.8% | -49.4% | +64.2% | +18.2% |
| 6M | +47.4% | -59.5% | +106.8% | +52.6% |
| YTD | +14.2% | -63.2% | +77.3% | +18.6% |
| 1Y | +26.6% | -55.5% | +82.1% | +30.0% |
| 3Y | -24.4% | +23.0% | -47.4% | -29.2% |
| 5Y | -22.6% | -65.7% | +43.1% | -24.9% |
| All | +6.4% | -61.8% | +68.2% | +1.2% |
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