+53.0%
FDX vs ALHC
-55.7%
+108.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.6% |
| 3M | -4.1% | -45.3% | +41.2% | -2.9% |
| 6M | +9.6% | -59.7% | +69.4% | +11.7% |
| YTD | +40.9% | -62.7% | +103.6% | +42.0% |
| 1Y | +53.0% | -56.1% | +109.1% | +50.0% |
| All | +53.0% | -55.7% | +108.7% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling