+58.1%
FDX vs ALHC
-59.6%
+117.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -2.1% | -5.5% | +3.5% | -1.7% |
| 30D | +10.4% | -4.9% | +15.3% | +10.7% |
| 3M | +0.5% | -41.7% | +42.2% | +3.7% |
| 6M | +6.5% | -55.2% | +61.7% | +10.8% |
| YTD | +40.2% | -61.1% | +101.3% | +47.0% |
| 1Y | +52.1% | -53.3% | +105.4% | +57.0% |
| 3Y | +72.8% | +28.2% | +44.7% | +55.4% |
| 5Y | +76.3% | -65.8% | +142.1% | +71.2% |
| All | +58.1% | -59.6% | +117.7% | +48.2% |
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