+76.2%
FDX vs ALHC
-66.2%
+142.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.7% |
| 7D | +5.2% | +0.3% | +4.9% | +5.2% |
| 30D | +11.3% | -10.6% | +21.9% | +12.1% |
| 3M | -4.1% | -45.3% | +41.2% | -0.3% |
| 6M | +9.6% | -59.7% | +69.4% | +15.5% |
| YTD | +40.9% | -62.7% | +103.6% | +48.7% |
| 1Y | +53.0% | -56.1% | +109.1% | +59.1% |
| 3Y | +74.1% | +21.3% | +52.8% | +54.3% |
| All | +76.2% | -66.2% | +142.4% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling