-1.7%
FDS vs ALHC
-28.9%
+27.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | +9.0% | -1.0% | +10.0% | +9.0% |
| 3M | +18.9% | -10.2% | +29.0% | +18.8% |
| 6M | +35.1% | -28.3% | +63.4% | +36.4% |
| YTD | +5.5% | -31.4% | +36.9% | +6.7% |
| 1Y | -16.8% | -16.9% | +0.1% | -16.9% |
| 3Y | -28.1% | +135.5% | -163.5% | -34.7% |
| 5Y | -17.4% | -33.6% | +16.2% | -21.9% |
| All | -1.7% | -28.9% | +27.3% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling