+58.8%
FDX vs ALHC
-61.4%
+120.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | +5.2% | +0.3% | +4.9% | +5.2% |
| 30D | +11.3% | -10.6% | +21.9% | +12.0% |
| 3M | -4.1% | -45.3% | +41.2% | -0.6% |
| 6M | +9.6% | -59.7% | +69.4% | +15.0% |
| YTD | +40.9% | -62.7% | +103.6% | +48.1% |
| 1Y | +53.0% | -56.1% | +109.1% | +58.7% |
| 3Y | +74.1% | +21.3% | +52.8% | +57.2% |
| 5Y | +75.1% | -66.0% | +141.1% | +70.4% |
| All | +58.8% | -61.4% | +120.2% | +49.4% |
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