-22.7%
FDS vs ALHC
-64.2%
+41.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.5% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +20.2% | -14.2% | +34.4% | +21.0% |
| 3M | +19.9% | -45.1% | +65.0% | +23.1% |
| 6M | +56.2% | -59.5% | +115.7% | +62.0% |
| YTD | +14.6% | -62.8% | +77.4% | +19.2% |
| 1Y | +31.6% | -55.5% | +87.1% | +35.2% |
| 3Y | -23.8% | +25.7% | -49.5% | -29.4% |
| All | -22.7% | -64.2% | +41.4% | -24.6% |
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