+56.6%
FDX vs ALHC
-59.7%
+116.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.2% |
| 7D | +0.5% | +3.8% | -3.3% | +0.2% |
| 30D | +9.5% | +1.7% | +7.9% | +9.3% |
| 3M | -1.3% | -44.3% | +43.0% | +2.2% |
| 6M | +5.5% | -57.2% | +62.8% | +10.2% |
| YTD | +38.9% | -61.2% | +100.0% | +45.6% |
| 1Y | +58.8% | -53.2% | +112.0% | +63.9% |
| 3Y | +71.1% | +27.8% | +43.3% | +53.9% |
| 5Y | +76.3% | -65.4% | +141.7% | +71.2% |
| All | +56.6% | -59.7% | +116.3% | +46.8% |
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