+76.3%
FDX vs ALHC
-65.3%
+141.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -2.1% | -5.5% | +3.5% | -1.7% |
| 30D | +10.4% | -4.9% | +15.3% | +10.7% |
| 3M | +0.5% | -41.7% | +42.2% | +3.9% |
| 6M | +6.5% | -55.2% | +61.7% | +11.1% |
| YTD | +40.2% | -61.1% | +101.3% | +47.5% |
| 1Y | +52.1% | -53.3% | +105.4% | +57.3% |
| 3Y | +72.8% | +28.2% | +44.7% | +52.6% |
| 5Y | +76.3% | -65.8% | +142.1% | +77.6% |
| All | +76.3% | -65.3% | +141.5% | +77.6% |
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