+74.2%
FDX vs ALHC
+16.3%
+57.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.5% |
| 7D | +0.2% | +3.9% | -3.7% | +0.1% |
| 30D | +9.3% | -3.6% | +12.9% | +9.4% |
| 3M | +0.5% | -49.4% | +49.9% | +1.7% |
| 6M | +5.3% | -59.5% | +64.8% | +6.7% |
| YTD | +38.6% | -63.2% | +101.8% | +40.7% |
| 1Y | +53.5% | -55.5% | +109.0% | +55.1% |
| 3Y | +74.2% | +23.0% | +51.2% | +65.8% |
| All | +74.2% | +16.3% | +57.9% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling