+67.1%
FDX vs ALHC
-33.5%
+100.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | +3.8% | -1.0% | +4.8% | +3.8% |
| 3M | -1.3% | -10.2% | +8.9% | -1.5% |
| 6M | +5.0% | -28.3% | +33.3% | +6.4% |
| YTD | +39.6% | -31.4% | +71.1% | +41.6% |
| 1Y | +81.1% | -16.9% | +98.1% | +80.4% |
| 3Y | +63.0% | +135.5% | -72.4% | +38.0% |
| All | +67.1% | -33.5% | +100.6% | +53.6% |
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