-23.3%
FDS vs ALHC
-65.9%
+42.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.8% |
| 7D | -2.6% | -0.8% | -1.8% | -2.5% |
| 30D | +14.1% | -9.6% | +23.7% | +14.5% |
| 3M | +19.8% | -44.5% | +64.3% | +22.9% |
| 6M | +55.0% | -59.2% | +114.2% | +60.8% |
| YTD | +15.9% | -62.0% | +77.9% | +20.5% |
| 1Y | +24.2% | -54.8% | +79.0% | +27.5% |
| 3Y | -24.0% | +25.0% | -49.0% | -29.5% |
| 5Y | -23.3% | -65.3% | +42.0% | -23.3% |
| All | -23.3% | -65.9% | +42.6% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling