+65.5%
FDX vs ALHC
+21.9%
+43.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.7% |
| 7D | -1.6% | +1.0% | -2.6% | -1.6% |
| 30D | +6.6% | -14.2% | +20.8% | +6.9% |
| 3M | -2.1% | -45.1% | +43.1% | -1.0% |
| 6M | +2.2% | -59.5% | +61.7% | +3.6% |
| YTD | +33.9% | -62.8% | +96.8% | +36.0% |
| 1Y | +50.2% | -55.5% | +105.7% | +51.8% |
| 3Y | +65.5% | +25.7% | +39.8% | +55.0% |
| All | +65.5% | +21.9% | +43.6% | +55.0% |
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 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